Standing near a MRI machine is also likely to erase the magnetic material on any of your credit cards -- plus they could never shut off the machine. There's probably a bunch more obvious reasons why MRI was never chosen.
And if some metal object were to get stuck on the machine, they'd need a team of people to remove it. Every airport would also need to keep a good stock of liquid helium for the cases where machines need to be shut down.
The problem with this, of course, is the immediate (ie, sudden and possibly very visible) danger posed to people with devices embedded in them. Pacemakers and MRIs do not interact well.
As an added bonus they can use fMRI mode and ask following questions: