Header is added when exporting column of type image with BCP to files
The solution seem to be to first execute BCP manually, set prefix to 0 in the user dialog. And then use the generated .fmt-file as in this command:

EXEC master..xp_cmdshell 'BCP "SELECT my_column FROM my_table WHERE my_id = 11 " 
queryout "C:\bcpdir\bcpout.xml" -T -f "C:\bcpdir\bcp.fmt'