For me, it depends on who is asking, and the tone that they are asking in.
If its a person that is asking because they are curious, and there isnt an obviousnegative tone, I would reply with a"OC is legal in XXX state" type of remark, or possibly "I want to be able to protect myself and people around me if needed"
If its a person that has a obviously negative tone, and is asking in a challenging manner, I would stick with the "because I can" type of answer. These people typically, but not always, wont see your logic either way, and spew their anti dribble.
I usually dont carry any "informational" cards with me, but that is a good idea also.