My usual follow up questions are:
Do you have a permit?
if no, I tell them to look up the laws and show me where it says concealed.
If they say they do, then I say look at your permit and let me know where it says concealed carry permit. After I get the dumb look, I let them know kindly that if there is no statute that forbids it, than it is legal. Then I follow up with "btw, breach of peace doesn't work here either. Not when I'm doing something completely legal".
If anything, I give them a copy of the CCDL brochure and say here's some information to get you on the right path.