The potential harm does not sound too horrible, especially since anomaly detection normally results in removal of a small piece of your skin that heals easily and that's it.
> One case of melanoma was detected per 28 excisions overall (for both men and women), while 52 skin excisions were required to detect one melanoma in men aged 20 to 34 years.
On the other hand, the detection rate is actually quite high in my opinion, since they tend to cut out anything small that is suspicious and only do a thorough check afterwards.
It might be different from an economic point of view for the system paying for these checks, but as an individual I'd say there is little to lose and a lot to gain. (The options usually are: Nope, no cancer and you have a small wound/scar. / Yes, it was cancer, but we already took it out so you're fine now.)