I agree this isn't about you...it's about your child. But, I know exactly what you are saying. Social services does often try to "sell" people welfare, and for them to keep on you about it is inappropriate.
I for one am not eligible for any social services, but it is amazing how often some well meaning person tries to convince me I could get food stamps or "help" with my utilities. They have no reason to believe I am even eligible, which I am not. And I am not young, pregnant, tattooed, and I dress well. I tell those well meaners my income is too high, then they drop it.
It's good to be self-sufficient and strong, which obviously you are. However, the nurses may be sensing that you may not be aware that pregnancy really is a time we need much more support than financial, and if we don't reveal that we indeed do have people behind and with us then it is a social services issue for the welfare of the child, not about you. If you were not pregnant and appearing to be alone, it is unlikely they would say anything.
Doing everything alone adds stress and all stress affects the baby. This is just a fact of pregnancy. While the baby is in the womb, it's the mom's job to keep her stress down. This means having at least one pregnancy buddy that occasionally goes to doctor appts. with you, knows what is going on with your body and you, and is available to call upon, if need be. It doesn't mean you are weak, it is about being realistic. The nurses have a lot of experience and know pregnant women need a strong support system beyond financial.
It seems that you like being independent, but you could take a family member with you to an appt. Sometimes nurses are just motherly, that's all. I don't particularly like that in people, but it's probably just their way.
Also, you can politely say,
"I know you are required to tell me what services are available, so thank you. However, is there any way I can explain to you I don