Headaches are terribly non-specific. They can be trivial, or the symptom of something more serious. If I were your doctor, I would have assumed that you know yourself and are consulting because something is definitely out of the ordinary. Did he take your blood pressure, at the very least?

Just checking, as a matter of safety: do you have a gas heater at home or at work, and are you sure it (and the exhaust) is working properly?

You're clearly a dangerous pinko commie pragmatist.