We can't use the weather for everything

We have to start conversations with people we don't know well in the "obvious" places where we might connect? Approximately 90% of the people who want to, work in the U.S. but I have no trouble, being retired, saying I do not. I think there is a self-imposed negative feeling for those without work to feel negative about that, to assume because one is asked about one's work and one doesn't work, that the other person is judging one negatively.
Usually, people ask us questions because they're interested! Yes, another way to categorize some people and their questions is "nosy" :-) but if I'm asked a question I don't feel like answering, my own thought is that it's too "personal", etc. ("When are you going to get pregnant?" asked of young married women by their female friends and relatives comes to mind) then I tell the person that or slightly misunderstand the question and tell them about my hobbies, that I'm currently looking for a job as a _____ do they know anyone who might be hiring, etc. In my case, I generally tell people I'm retired and then make fun of them because they still have to work!
My stepmother got extremely upset when I quit my "perfectly good job" to go out on my own, become a consultant, and swore I would not get a penny of help from she and my father. I was upset about that show of "support" :-) until I realize that she had lived through the Great Depression and her point of view was wholly different from anything I could understand. Other people are like that, they have different points of view. If they point their view in my direction and I don't like it, I respond with a pleasant non answer.
If you don't like the person, the next time they ask what you "do" tell them, "I don't, I prefer to be on the public dole"