The controller, as others have stated, has an MVA (minimum vectoring
altitude) chart. He wouldn't (shouldn't) clear you down to 2100'
outside DOCAP if you'd be hitting something.

Here's the plate: http://204.108.4.16/d-tpp/0608/05883R36.PDF

Nobody can fault you for being cautious and aware... I think
congratulations are in order for being "in the game" with your head and
not just BLINDLY following altitude and heading clearances. CFIT
results from that course of action.

That said, I think you should have just verified with the controller.
Congestion on the radio might have made that difficult.

Without that, I would have gone down to 2100, for two reasons:

1) That was your last clearance;
2) A look at the approach plate shows that the tallest obstruction is
just off to the east, ESE of Holly Springs, at 1049' MSL. The plates
always put the highest obstruction in a bolder / larger font.

Troy