None of us know you, so I'll concede that we don't know as much about the situation as you do, however, what we do have is objectivity. In 99% of cases a BMI of 14.4 will come with severe health risks -contrary to popular opinion, being underweight actually has worse health risks than being morbidly obese.
Considering that, it's worth taking some action towards making sure that you're not unaware of any health problems. If you are uncomfortable seeing your GP about it, that's fine. I would be apprehensive about doing so. I also have an underweight BMI (~17 if you care), and I eat more than most people I know, so take that how you will; however, there's no harm in observing your eating habits for a week or two.
Cons: bit of time to do it
Pros: if there is anything wrong, be it under-eating or finding out you don't get enough of x vitamin, you know and can fix it.