Particularly when they are still getting paid....
(I wonder about their staff members...)
EDIT: found one answer
https://www.thedailybeast.com/articles/2013/09/30/how-congress-will-still-get-paid-in-a-government-shutdown.html
There was a R party pusher on CNN tonight who Wolf questioned on this. TBH, I was at first very annoyed by what seemed like coy answers, but agreed with him after he was finally given a chance to explain himself. His position was that a) no shutdown in the past hasn't been fully paid for after the fact, and b) he'd vote for congress pay furlough when the pay deadline comes. That's the correct stance, IMO, and I have no doubt the republicans would take it if nothing more than a pr push. But I also think they see it as the right thing to do (congress isn't evil).
Personally as a state worker, our job security can't be taken for granted. Everyone in the private sector risks getting dumped immediately when industry shock hits but we don't. Also, in my position I'd love a furlough as it's extra vacation. Pay me for it after the fact? No brainer. I understand why others wouldn't want a furlough though, but no way I'm claiming victim if it hit me.