This is a very common part of the disability benefit application process. You should attend if you want to increase your chances of being approved without having to appear before a Judge.
The Social Security doctor(s) will spend very little time with you. If the report(s) from the examination(s) is favorable, this can help your case. If the report(s) is not favorable, Judges put little weight on them because they only see you for a short time and do not treat your medical problems.