Hehe.
Depends how long he persists and enquires for. Stop this conversation whenever he stops :)
"Why do you have these?"
"Because I'm a lady"
"But why?"
"All ladies have them"
"WHY??"
"They're good to have for if one day I have a baby" (because he clearly knows they have this function)
Then I'd definitely be moving the conversation on. Funny what answers you have to give perfectly straightfaced around little ones!