"Why shouldn't I?"
"No, do you need one? I can call 911 on my cell phone."
"Some girl (adult) saw me today and said "You're scary, you have a gun" all nonchalantly, can't really respond to that witty."
"I can't be TOO scary if you're talking to me! Why does this scare you?"
"Well, women scare me...do you know how difficult it is working up the nerve to ask a pretty lady out on a date? But I wouldn't want all the pretty ladies to be hidden away because of this!"
"Certainly! Are you interested in discussing the laws on this?"
There are certainly a lot of "witty" comebacks in this string, but they really don't address the real question asked by the OP:
"But would really like to the know the best way to respond to "Why do you have a gun""
We can answer such questions a lot of ways...but like situational awareness, we have a duty and responsiblity not to antagonize others or spread hate and discontent in the process of responding.
And yeah...there will be those who will make that difficult. But that's life.
One of my Commanding Officers used to tell us before we went out on liberty in a foreign port: Each and every one of us are United States Ambassadors every time we set foot in a foreign country. In fact, it starts from the moment they see our ship in the waters. It doesn't matter who we are or what our rank is...we are the defacto face of the United States to every person we meet. How we act and behaved while in their country is a direct reflection of our country. And he absolutely held us to that standard. Woe unto the sailor who did something stupid while on liberty and got arrested, was drunk and disorderly, or was found by a more senior member of the crew being some kind of *sshole in town.
Likewise, each and every one of us are ambassadors of our RKBA. Be disrespectful, irresponsible, rude, or in some way problematic and we put a bad face on the whole issue, making it more difficult for everybody in the process. Good news may sometimes be slow in spreading, but bad news spreads like wildfire.
These questions, and other similar ones, are good questions that we each need to think about BEFOREHAND so that we will be more likely to respond intelligently and politely when the time comes in order to diffuse such scenarios. Much like we think about what we would do for self-defense under various circumstances BEFORE they happen.
The answer to "Why do you have a gun" can be different for everybody. Maybe it's a simple precaution based on common sense. Maybe you or a loved one were survivors of a violent assault. Maybe you witnessed a young lady very much like the one asking you that question get raped and horribly assaulted. Maybe it's simply an act of exercising your RKBA on principle.
Many people honestly DON'T understand why. Demeaning them with your answers doesn't help them understand...all it does is make them not care what your reasons are any longer.
Some of these witty answers are, truely, funny to me. But they aren't very funny at all to those asking the questions...or helpful.