This probably shouldn't surprise many people. The issue isn't so much that these guys are trying to be evil, but are protecting themselves. Let's say a bad guy gets through the machine. If there is no record of the scan, you have an instant scapegoat; the security screener clearly didn't do their job! If you've saved it though, you can point at it and say "Look, the scan was fine, not my fault!"
People generally don't like to be blamed for anything. When given the choice between what is right, and what could keep them of trouble, most people will opt to stay out of trouble. It's part of our monkey brains at work, we don't like to be in trouble.
Storing these images will probably never change, as it's really easy to convince most people we need these. When someone says "it makes us safer", it's hard to create an argument a normal person will understand. Normal people can relate to wanting to stop bad people from doing bad things (especially to themselves). What they can't relate to is how the people in charge can systematically remove freedoms over a very long period of time, slowly, so most don't notice. Sadly the closest thing to an argument most people grasp about these machines is that they don't want pictures of their naked bodies stored.
There is an interesting comparison to the Emperor's Clothes story. The idea that you can slowly and overtime strip someone of their clothing so they don't recognize when they are naked. Then they parade around, "Look at my fine set of secure clothing!"