I point out to my children that what their Dad and I tell them is wrong is also objectively stupid. Best odds to avoid a bad outcome is to do what we say. We get plenty of opportunity to point out examples, too. (Taylor Swift dating a Kennedy comes to mind, right now ... makes her a possibility in the Dead Pool for the next year.)
We were always candid with our kids, in addition to being fairly strict. Of course it was a somewhat different time. And they were boys, thank our lucky stars. They are all grown and either conservative or (oh woe is me) libertarian.