They respond that way because they have a religion that competes with Christianity; they just don't realize it. :(
They respond the way we would respond if someone questioned why lying or stealing is wrong - they just are
, because our God says so. It's the same with them, save instead of a God, it's an ideology.
This is not
universally true, but with regards to those specific folks you are likely discussing, I feel it is the case. Keep standing tall though. We'll get through this. :)