I always refuse the private room as well, not so much because of the witnesses but since it seems to me to be a much more efficient protest to have American citizens see a guest in their country being molested by their security personnel.
Flying out of SFO (where they have MMW machines, at least in the terminals I use), there's another person opting out about half the time. If I get a chance, I'll ask them why. It's almost always a matter of principle, as it is with me.
