And adding to the above - file stores, backups and the like need to be scanned. Today's malware is not simple "Print hello world 100000 times on the screen' type scripts that SKs were writing 30 years ago. They are very sophisticated, and if you're worried enough about your machine as it is to get infected enough that you actually scan and maintain with AM products, you should be just as worried about your backups.
For example, a lot of ransomware are savvy enough to infect backups so you cannot use them to get rid of them in the first place. Even if you keep your backup drives disconnected, or on another physically separate machine, when you do connect it's easy enough for them to see the presence of a new drive and start infecting.