They're concerned about the radiation they're exposed to each time they go through the devices. The levels are much lower than a normal X-ray, but if you travel a lot, it can build up.
"I think it's unnecessary for the flight crew to go through them first, and second, I think it poses some radiation risk," said Sullenberger.
You can opt out of the body scan by submitting to a full-body, full contact pat down. But some passengers think that's even "more" intrusive than the scanners.