You don't have to give a reason, but there's also no reason not to tell your clinician the reason so that they can perhaps help you make more informed choices in the future. Their job is to help you find the medicines that work best for you and find a strategy that means you have a consistent supply of the medicines that work for you.
Even if you enjoy all of the first strains you get prescribed and they work, a valid enough reason to try others would be "the cannabis market is very volatile and my favourite products may not always be available, so I'd like to know about backups that work for me too, just in case my favourite strains become unavailable for a time", which is 100% going to happen to you because the market is just like that.