In 99.9% of offline social situations, "what do you do" will be one of the first few questions asked. How much they actually care is an open question, but it is always more than zero in the very practical sense that if you refuse to respond the conversation will either end or shift to some combination of pressing for the answer and/or making fun of you.

On the other hand, I used to be in the habit of responding with some kind of bullshit, ideally at least a little suspicious but just barely plausible enough to prevent the other party from calling you on it right away. This always resulted in much more fun conversations than talking about my actual work with strangers.

Simply refusing to answer is just not socially acceptable outside of venues where anonymity is already the norm, e.g. online and IRL hacker cons.