"They seem to care about their data somewhat, which of course means they have off-site backups."

I don't think a reply of "there are classes of data that one can care about and still not have backups of" is unreasonable.

"...I can surmise is that they're confused"

Again, I think showing a few cases in which users can have perfectly non-confused reasons for using these filesystems is pretty straightforward as conversational gambits go.