Apparently they would not do what they prescribe for their patients. A new study (of course a new damn study, there is always another study to refute any other study that was done) says that doctors are more likely to recommend a treatment path for themselves that has a higher death risk but lower risk of adverse effects - if you make it through it you are more likely to be closer to your current state, only healthier.
So your doctor says "I recommend treatment course A" but probably wouldn't recommend it for themselves. If you are confused and ask your doctor what would they do in this situation, they are trained not to answer that question but to present evidence to help the patient make the decision.
Maybe they better understand the issues and risks in the treatments and due to their training opt for something that is riskier overall but less likely to leave them deformed or impaired. As a patient we need to better educate ourselves so we can ask about treatment options, risks, adverse effects etc.
Our doctors are our advisers but they are not gods (as they sometimes like to think). You can feel free to disagree with them but be prepared to give good reasons why you don't want their recommended course of treatment. But unless you want to continually doctor 'hop' going from one to another, you need to be prepared to agree with their advice from time to time.
Just because (another stupid) study says doctors wouldn't follow their own advice, they do have the benefit of years of training and experience. If they can tell you why treatment A is better for you than treatment B that they would want for themselves, they may be right. Every one is different. Every cancer is different and warrants a different treatment course.
We need to educate ourselves and be informed patients so as to pick the treatment course with which we are most comfortable. Until another (stupid) study comes along and tells us different.