It's the only real way to push back that other folks will notice if enough of us do it.
Last time I went through DC a few weeks ago they were using these. I saw a sign saying you're welcome to opt out. Nobody even questioned what they were doing and were just going along. When it was my turn I politely said I'd rather not do the scan. Dude just glanced at my ID and waved me through. The next few folks behind me blinked and said they didn't want the scan either. If enough people push back it can at least maybe slow down the normalization of constant surveillance.
Only if there's things like vaccines for the rest of us, which we only got when we did due to the government.