Agree to disagree, I wish I could do that with people who think it's okay to ask me dozens question, but I would be considered rude.
You could give them confidence to say no if people ask them things they do not wish to answer - whatever the question. That people have the right to privacy and may not wish to answer any question that pops into their head. That we have these resources called books and the internet filled with writings by people willing to answer their curiosities so they don't need to ask random people to be their teachers and that it is rather rude to presume that a person they just met wants to answer their questions. That other people are not there for their curiosity and amusement and that prying into people's personal lives isn't to be done lightly. To treasure themselves and to not let themselves be treated like walking encyclopedias for anyone who has an interest. That the systems tries to remove people's privacy, but that it should be respected and value our own when we feel it is needed for our own mental health. That we are too important to open ourselves to anyone who thinks they should get our time and energy, both are limited commodities that must be prioritized. No need to waste them for someone's questions if we do not want to.
And yes, that white privilege means that none of them will get the full human experience as the system is designed for some to be treated as more human than others and white stories and feelings tend to be considered both a priority and the universal experience and we must be careful to ensure we do not support such a harmful system and should be working to deconstruct it. That other people's experiences are different and a lot of that has to do with ethnicity and other personal facets because of the systems currently in place. And that it's fine to change their opinion when faced with new information, particularly from those with more direct experience of the situation than themselves.
I am proudly Metis, my children have learned the stories and traditions even when no one else around them has even heard of us, and will correct anyone who thinks they do or want to follow anything differently. I have children who will face adults and tell them they don't do Christmas because they get so many other traditions and having a child face bullying adult and children who leave her out because of her ethnicity and family, they face it openly in joys and in pain. When so many of their kinsman are hiding theirs for safety, they are being quite brave. That is my definition of being proud of their heritage, not being an open to discuss it with anyone who wants to talk about it, I want them to value themselves more than giving attention and energy to anyone who pays them attention.
Igloo - when I am asked that, I will say where I live now. Many accept that fine and we move back into the conversation as normal, it's those who go "oh, I know that's not a local accent, where are from? how often do you get to go back home? Does your family visit often? Your hat is so exotic, why do you wear that, do all your people wear those hats? Who are your people? What does Metis mean? Oh, I thought they mostly died and lived away in the woods on reservations - do you hate living in the city? I know your people like nature, how did you come to live here? Oh you have a degree? Is that a picture of your family? You're husband's White, does your family mind? How did his family react to you? Your name is a bit hard to say, you should change your name to [similar English name], you'll get farther in this business without that name."
And so on and so forth, this is practically verbatim a conversation I had with someone I'd known for about five minutes at a work-related course when the original topic was the new computer systems (Vista, yay). It was eventually stopped after she started talking about how bad it was I was then supporting my DH (who was a SAHP at the time) and that immigration should only let Christian immigrants in...
It's not really that hard to be polite, there are plenty of interesting topics that aren't ethnicity, personal background, religion, politics, and ones opinion on their family make-up. I find books a good topic for making friends.