How important is BMI??

My family in consistently on me regarding losing too much weight. I am currently 5'2" tall and 138 lbs, 38 years old. I have lost a total of 38 1/2 lbs since January. They look at me like I have an eating disorder, keeping telling me I should maintain, not loss, that if I get any thinner I will just look older ect. I am more concerned about a healthy BMI than a number. I tend to have larger muscle mass, have all my life, but I feel am still at the boarder line of a healthy BMI and Overweight. I would like to be more in the middle. I am going to the Dr next week and I will have my fat% tested so I can get a better idea on where I actually fall in the spectrum.
Just frustrated because I feel like I am still not where I should be and they should be more supportive. I eat healthy and exercise on a daily basis. And have just begun strength training in the last couple of week. I try to always hit my daily 1200 if not more when I exercise.

Do any of you have this issue? Just wondering.