Abstract: Large language models (LLMs) have made substantial progress on medical question-answering, yet effective medical dialogue also requires learning to ask questions that uncover relevant patient information. To train such dialogue policies, a common pipeline combines supervised fine-tuning with reinforcement learning (RL) based on final diagnostic correctness. However, this outcome-based supervision does not directly distinguish the contributions of individual questions and provides no question-level feedback for unexecuted alternatives. To address this gap, we introduce PCQC (Privileged Counterfactual Question Credit), which uses privileged patient information during training to learn from questions never asked. During training, PCQC makes alternative questions directly comparable at the same dialogue state by using privileged patient facts to construct their answers. A frozen diagnostic scorer evaluates the diagnostic utility of each resulting question-answer pair by how strongly it supports the correct diagnosis. PCQC turns these comparisons into relative question credit that teaches the policy which questions to favor, directly supervising both executed and unexecuted questions alongside outcome-based RL without requiring complete rollouts for the unexecuted alternatives. Extensive experiments across four medical benchmarks demonstrate that PCQC achieves 63.10% mean diagnostic accuracy, outperforming GRPO and ATPO by 4.38 and 4.21 percentage points, respectively. These gains are achieved with 33.1% fewer inquiry turns than GRPO.