Absolutely.
I would talk to him about the pain and other avenues to try to help the swelling and pain. If he's resistant to help you, you may want to consider finding another rheumatologist if that is possible. There are other things you can try to find out regarding what can be causing the joint pain. It is possible to have pain without actually having RA - hormonal fluctuations, food allergies, illness, and other medications have all been known to cause joint pain.
Good luck, and let us know how you are doing.