I agree. I'd interpret "I would..." to mean "If I had to go through security, I'd opt out immediately without giving it a second thought," or in other words, he was endorsing what you were doing.
If he actually said "I wouldn't..." in a threatening or cautioning tone, totally different meaning.
My mistake. He said "wouldn't.
Maybe as mentioned above, I could have been offered the WTMD if I had kept quiet, but I don't think those were in use at the time. Usually, if I see a WTMD, I walk towards it in hopes they will let me go thru.
As for the "xray" term, I don't trust any of those machines, so always opt out unless offered the WTMD.