Oddly enough, there are some astute financial advisors who would tell you that it's actually a good idea to do this under some circumstances.
If you have high recurring medical costs and consistently approach or exceed the IRS threshold for deducting medical expenses on your tax return (I believe the threshold is now 7.5%), then there's nothing wrong with asking a physician to "prescription" for other health-related items that don't legally require a prescription for purchase (Tylenol or anti-dandruff shampoo are two that immediately come to mind). Having the prescription for THESE items allows you to add THEIR cost to your itemized medical expenses on your tax return!
We are quite fortunate to not be in that situation. Our doc is pretty conservative, so if/when we have an appointment he might just write out scripts for these basics anyway. It just sucks that this is happening.