I love scars. Always have. I feel as though they are part of someone's journey through life actually written on their bodies. I know that's weird, but I thought they were cool even as a small child. Interesting, because I don't like tattoos.
Having said that, I have never, ever, ever asked someone how they got their scar (except for DH). How on earth would that possibly be my business? It's *their* journey, not mine. I think if someone is clueless enough to ask in the first place then they are probably too clueless to pick up on any cues that you are uncomfortable with the question.
So in the end I think your goal should be to come up with the reply that makes YOU feel the most comfortable. If that's a joke, then fine, if it's bean dip, also fine, if it's a direct "That's really not your business" then I think that's fine too.
Personally I would have a repertoire of silly responses and use them according to whim, but that's me. You have some great suggestions on here.