A Pick Up senses string movement, not to sound, as affects its magnetic field while vibration gets closer or farther from it. So we could expect some interference if a PU also moves, but in a opposite phase to the string.
But there is a catch, lower harmonics and fundamental are produced by large amplitude swing of a string and may be this prevents tiny moves caused by the scratchboard from affecting them (imagine that two opposite signal off phase that almost doesn't cancel each other because one is so weak that main signal prevails).
If that sounds reasonable, we could expect that just upper harmonics could be affected, since they are produced by faster and smaller vibrations. But is also true that PUs can't reproduce higher frequencies due to its own nature (electro-magnetics inductors - that is what PUs really are and what makes them able to convert movement of a metal string into electricity - also acts like a low pass filter). Notice that smaller coils cut frequencies in a higher point and that is why Alembic's low impedance PUs are more open sounding.
So may be those PU movements could indeed interact with the string, but may be we can not hear it happening, or because it is too weak or because it can't be converted as an audio signal. I'm trying to figure this out although I'm aware that a hollow body will affect the string movement's nature and all its harmonic content and this will be clearly noticed by the PU (but this relates more to how mass and stiffness can change mechanical motion transferences between the string and bass body).