Just tell them “I own my own private cloud” and then look smug.

Then I may tell them “this way the CIA (don’t say NSA, older people usually don’t know what NSA is, but they know CIA) or those capitalist companies can’t spy on me”

And I don’t find a need to go into more detail, at this point the conversation has either moved on or they say “but I have nothing to hide” and move on anyway.