My favorite response to the unexpected "have we considered" questions are "no". I'm telling the truth, and often there is no follow up!
I think when most people reference saying "no" they are really referencing saying "no, %{backgroundOfWhy}" or similar often in a few short sentences, and that's great for everyone all around. It's just the literal "no" with no effort to engage or care about why they are asking that will leave a black mark of "Joe Schmoe is really great at delivering... when he feels like talking to you about things".