Bank card skimmers and scammers are a pretty resourceful bunch. While people are becoming increasingly vigilant about skimming hardware being covertly added to bank machines, they may not be aware of skimmers being added to card readers that are used for after-hours access to ATMs in bank lobbies. (See: ATM skimmer that doesn't require any modifications to the ATM - Boing Boing.)
This may not be general knowledge, but most of these card readers don't validate the card but just check for a magnetic stripe.
To avoid having your card skimmed at the doorway, you can often use any card with a mag-stripe, such as an old hotel key card, a gift card or your library card. Next time you're at an ATM, give it a try.