irish,
There's a few decent ways to respond to this if you're unable to think of something quick on your feet.
The first way to respond is by telling a small lie and saying that your buddies wanted to leave early but you were in a great mood and wanted to stick around. If you're feeling bold, you can even add on something like "...and I wanted to strike up a conversation with you before I decided to take my leave!" (with a sexy voice and good eye contact). This is a great way to turn the focus to her right after answering the question, and if she's flattered, then she'll likely smile and continue to converse with you.
The other option is to tackle it head on and make it seem like you find it funny/cute that she thinks going out alone is weird. How you want to phrase this is up to you, but one example might be to turn the question on her with a quizzical look, "have you never gone out by yourself before for a drink?" Or you can directly address the question with something like, "I love going out alone, actually. It's not that I don't enjoy going to a bar with my friends, and I do occasionally, but a bar gives me time to reflect on things that I normally won't be thinking about if my friends are chatting up a storm. " And, like the first answer I gave you, you can even add, "...and occasionally I get to meet and chat with a cute girl with a little more privacy" (also with a sexy voice and good eye contact).
There are many ways to tackle this question, but what she's really looking for when she answers this question is not so much WHAT your answer is but HOW you answer it. If you seem calm, collected, and comfortable with yourself, she's going to feel the same way. If you seem ruffled/caught off guard, she's going to feel uncomfortable because you suddenly seem creepy for not having a good answer for being there by yourself.
- Franco