For your situation it's best to say, that you're single and enjoying life being single.

It's a very normal queston because Asians may not wear rings and thus a person has no other way to determine whether you are married but to ask you directly.

I think that when most Western people ask the question "Are you married?" it's only an enquiry about a fact, where the expected answer is "Yes" or "No" (or maybe something like "I'm engaged"). We don't have a cultural expectation that people must get married, and therefore we don't expect you to explain/justify why you aren't married. So the awkward pause is because the other person is surprised by your response, and wondering if they have offended you in some way