Gas is sometimes used during cystoscopy, where you look into the bladder with a fibreoptic scope. There are obviously sterility issues. High pressures could damage structures and whenever you force air into a body cavity there are risks of causing an 'air embolus' which travels to your heart, sits there and essentially stops the blood passing through, killing you ( very rare but scary when it happens ). CO2 is the medical gas of choice for most procedures for a number of reasons, nitrogen is poorly absorbed and oxygen burns things. Personally I think that your chances of performing this in a sterile way matched with the potential hazards of a urinary tract infection make it something to avoid.