Then there's the female answer to "what are you wearing under your kilt?" (yes, some men at Highland Gatherings think it's funny to ask).

In random order of impoliteness of the asker...

"Why don't you ask my husband? He's the muscular gent in the USMC kilt standing right behind you with his arms on his hips"

"Anything I want."

"Does your mother know where you are?" with a raised eyebrow.

and so forth.

For the really obnoxious ones, I am temped to carry a pair of blue knitted balls or nudicles in my sporran and mention this is what it cost the last guy that persisted in asking rude questions.

Honest curiosity is answered with equal politeness and tact, of course.

Since I play bagpipes I haven't ever received the "Why" question, other than "why wool?" but give it time I am sure.