I'm married so I don't get asked that, but I've seen unmarried friends get the same crap. "Oh, you're not married? Do you at least have a boyfriend? You're too pretty to be single."
So much wrong with that.
None of their blankety-blank business, for one thing. The other implications, such as only unattractive women should be single, I'm not even going to touch.
Sometimes the only thing you can say is, "Ugh."