I don't really understand the embarassment argument. The person who sees it you most likely will never meet, never talk to, never even look at again after you have gone through the machine. It's not like s/he'd go home at the end of the day and laugh with their family about people who they saw
Don't forget, they're looking at hundreds and hundreds of people every day, probably doing nothing more than a glance at the screen for any standing-out items (har har) that look suspicious. If you went up straight after being scanned and had a conversation with them, I very much doubt they would recognise you