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How about telling the truth? "I prefer to avoid places that favor criminals."

That is almost certain to elicit more questions, so you can expound:

"They post signs out front that accomplish two things:"

"1. The signs ensure that the most law-abiding and thoroughly vetted citizens must disarm before entering. Failing to do so would make them guilty of a crime."

"2. The signs also let criminals, who obey neither signs or laws, know they can bring their gun in and do whatever they want and there won't be a good guy that can stop them."

"Does it sound smart for anyone to go into a place like that?"