Since most melons grow either on or near the ground, they're more exposed than other fruits to contaminants from the soil, water, fertilizers, and field animals.
The rinds can also be exposed to bacteria during harvesting, transporting, or handling as the heavy fruits get passed from hand to hand rather than packaged or transferred in bulk.
Melons have larger surface areas for germy parasites, mold, and bacteria to reside. Slicing an unwashed melon helps all the filth on the rind get into the flesh with the knife.
To clean a melon, rinse it under a stream of cool water and remove any impurities on the rind, especially the bruised, scratched, or marred areas, with a food-friendly scrub brush.
If it feels safer, consider rinsing the melons in an outdoor water spigot rather than your kitchen sink. Avoid using soaps or bleaches, and pat thoroughly with a clean cloth.