Getting asked why I play female characters in video games

When playing any game that allows you to pick a female character to play as, I choose to do so. This has caused people I play games with and or around me to ask why? To be simple put it's bc I wanna be a woman but it's not like I can just say that to the type of people who ask. So I usually just never respond or turn it around on them, making the situation super uncomfortable. As time as gone by the same people have exacerbated there behavior, I'm worried it's gonna get the point where I'll have no choice but to say it or lie to them. Both being undesirable.

If you gone through this before then share your story and lmk how you handled it. Might help me out.