I think weight loss is a subject that your doctor and nurse have the right to bring up if they feel it's warranted. A nurse making such a suggestion isn't the same thing as a friend or acquaintance making such a suggestion.
I'm not necessarily saying that you look like you need to lose weight. But even 10 pounds sometimes makes a difference with diabetes and your nurse is one of the two people who get a pass on bringing it up.
I do not look overweight, but that's because I carry my weight all over. I can get up to 200 pounds before I move into plus sizes and start actually looking very overweight to other people. Still, the nurse suggests weight loss at every annual physical, because the fact is, I need to lose 30 pounds to be in the healthy range for my age/height/body type. She is not rude to do so, neither would I feel I have a right to be offended when she invariably makes her annual suggestion.