I quit Facebook about 9 months ago due to personal reasons. What I told people was that I was too stressed by political posts, and I didn't use it much anyways, so I decided to deactivate. (Both of those were true, although they weren't the primary reason.)
The reaction depends on who is asking - my friends were more likely to go "Yeah, I've thought about that too, but everyone's on there / that's how I share pictures with my grandma / my knitting group is run through it / etc." than "OMG how can you not have a Facebook?!"
I think the key to not being bothered was
- Have a reason that is relatable
- Offer alternatives
For the first, I've noticed a trend lately to hearken back to the good ol' days, where people built connections using "traditional" means (phone calls, letters, etc.). Nostalgia is powerful and most people romanticize the past to some extent, so they can empathize with this. It's hard to argue with someone who wants to build better friendships.
With more tech-savvy people, this might not work. In this case, you can cite other things you dislike about social media -- perhaps you think Twitter doesn't do enough to combat harassment, or Facebook shouldn't use its users for research studies, or Snapchat has poor privacy practices.
You don't have to tell them everything, it's okay to pick and choose what you think they will "get". Above all, take care not to insult them for their use of it! This will only make them defensive. It's your personal choice to avoid it, as it is theirs to use it. That doesn't make one of you better or worse than the other.
For the second, I reminded my friends that I'm available via text and IM, and we still talk regularly through those. Keep in mind that this will probably take more effort on your parts, which is one reason a friend might be sad you're not on their favorite social networking site. (I used to have a Twitter but quit that as well, and lost some friends as a result because that was the only place we really talked. Of course, this is less of a factor if you never had an account in the first place.)
Finally, you say in a comment:
You'd be surprised how many people don't take "no" for an answer... Even people I've known for years, that have heard my soapbox speech, at great length, over and over again, still give me a hard time about it.
These people just don't get it, and probably never will. You've tried to explain and they aren't listening, so there's no point in rehashing the argument. If they bug you again, deflect and change the subject.
You know, we've talked about this before and my views still haven't changed. How about them sports teams, huh?
Or you could even play along:
Maybe you're right that I'm missing out on things. Did Aunt Myrtle post any good recipes lately? Wow, I guess Jimmy had some real hot takes on that latest episode. I'm glad I have such a good friend to keep me up to date!
Being agreeable when they expect an argument takes the wind right out of their sails, without making a fuss.