If I like them/do not want to offend: "Why do you carry?" my retort is: "Well sometime over a few drinks and good meal I can explain it to you."
If I do not like them or do not mind offending: "God did not place me on this earth to inform the Ignorant and/or Judgmental who chose to be Inept in life, so please forgive my lack of patience toward you." Then just stare at them for effect with your best ClintEastwood stone face resisting all temptation to answer, any and all, follow up questions from person.
If you can do this the person will never bother you again and you will get a very good laugh LATER. *
If you slip and are goaded into follow up questions, you will be pestered, flustered and most likely trapped in a ridiculous debate/argument with an assclown-know-it-all.
PS it also works with "why you carry 2 guns, 2 knifes, flashlight, spare ammo/magazine, stock pile ammo, need another one, like the Bill of Rights and freedoms they grant or any other plain Dumbass question?
*Remember the question is ignorant the first time asked, the person is the second time. If you do not get into an argument with the person and just stare, they will show you if it is them or question every time.