You can't stop people from asking "why". (Maybe you could have asked "How can I stop people asking me"). So the question is: How do you avoid having to explain your reasons when you're asked to explain your reasons.
You have to explain your reasons because you feel an obligation to explain when you are asked. (Hypothetically, in a country other than the UK a registry officer might ask you, and you might have a legal obligation to answer, but not in the UK). So the first step is that you remove that obligation from your mind. My curiosity about your decision doesn't create an obligation for you to satisfy my curiousity. You are allowed to not give your reasons.
What's the best way to answer? A polite refusal, or a polite answer without any information would be asked for. The polite answer without any information seems better to me. Examples: "Because that's what I wanted". "Because that's what my husband and I agreed on". "I had my reasons". "I had good reasons".
If they insist, which would be a bit rude, you can answer for example "Because that's what I wanted, and that is all you need to know". Which is still reasonably friendly, and indicates clearly that you are not going to give your reasons, and that you don't want a repeat of the question.
I wouldn't suggest "Why not" because that will start a discussion, which you don't want. And I wouldn't suggest lying, because you don't want to give any explanation, whether true or untrue.
PS. It's interesting how many people agree that it's perfectly fine and that you can have good reasons to keep your name, when you asked how to not have to explain those reasons. PPS. I knew one young lady, whose first name combined with the future husbands last name formed a ridiculous combination. Imagine Mr Jonathan Lee marrying Miss Lee Miller. You wouldn't want to be called Mrs. Lee Lee. Or Mr. Sam Smith marrying Miss Sam Jones.