Man that makes me angry.
...and when they say that to me I tell them I have X number of bullets waiting for them and their family at the door. They nervously chuckle for a second (as they are already scared of "guns"). Then they see my facial expression change from seriousness to a scowl and reality starts setting in that I won't save them (I might help them when push comes to shove but perception is reality for these folks and I don't want them assuming that I will take care of them as I will have my hands full). Then I take it a step further and tell them they will make good food for my working/guard dogs, as I don't want to use people food for them if I can help it.
At this point, reality sets in and they get the picture and they either run and hide with their tail between their legs or some actually starting listening and thinking!
I just buy them 72 hour emergency kits to keep at their house. If TSHTF, none of them will be able to get to me anyway.