The best response is always:

"That's not up to you."

When people claim they have nothing to hide, always point out that's not up to their determination. That freaks them out, it disarms their shrink-from-confrontation move.

And you can point it out super fast, in a plain six word statement. No need to launch into a deep discussion unless prompted.

Alternatively, simply respond with: yes you do. When they reply: "what?" - "every single thing you have ever done wrong across your entire life." Everybody has done something they would prefer to keep hidden, the cowards just lie about it.