Ah yes, the classic small talk opener that actually means "I am bored and looking for something to do. Therefore I will make you entertain me"
Actually, I get the "why are you doing" question more often. Take a class in a foreign language? Have an answer ready that is better than "I want to". Join up for a belly dancing course? Have a better answer than "I want to". Build a dollhouse/collect miniatures? again, "I want to" just doesn't cut it. You can't just want to do something. You have to have a back story eg. "I am <doing whatever> because it was the wish of my sweet old granny just before she passed".
I suppose I could give the classic answer of "because it was there"?
Honestly though, I try things because they look interesting, I really don't have a reason to do so, or perhaps that is the reason (although people just can't accept this as valid).
back on topic, Sometimes you can get away answering "what are you doing" with "its a secret", with an accompanying eye brow wiggle or wink just to get you out of the sniffy reply back "well, I was just asking...". 
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People think there are four elements to the world; fire, wind, water and earth. They are wrong. There is a 5th element - surprise. - paraphrasing of Terry Pratchett "The Truth"