Question: "What is a considerate response to the question as to why we have "closed" communion, especially since none of us are really worthy?"
First we should talk about the reasons why we do not allow the non-Orthodox to commune, and then we can talk about how to explain them to people whom we do not want to unnecessarily offend.
The word "communion" in Greek is Koinonia, and that word can be translated as "communion" or "fellowship". When we receive communion, we are not just expressing our communion and fellowship with God, but also our communion and fellowship with one another. We are proclaiming our oneness of mind and our unity of Faith every time we commune. So if we commune with those who are not Orthodox, we would be proclaiming a lie, because we do not share a oneness of mind or a unity of Faith. If we did, they would be Orthodox. We do not judge them, or condemn them, but we cannot pretend that we have a unity that we do not. For more on this, see "What should Orthodox Christians do, when there is no parish nearby?"
Now as to how to present this without causing unnecessary offense, it would depend on who you were dealing with. If you are dealing with a typical Evangelical who denies that the Eucharist is really the Body and Blood of Christ, I would begin by asking them what they believe about communion, and when they express their belief that communion is simply a memorial of Christ's death, I would explain what we believe, and then point out that we cannot share communion when we do not agree on what communion is.
If you get into a more involved discussion about the meaning of Communion, you can point out what St. Paul says in 1st Corinthians:
"The cup of blessing which we bless, is it not the communion of the blood of Christ? The bread which we break, is it not the communion of the body of Christ?" (1 Corinthians 10:16).
"Wherefore whosoever shall eat this bread, and drink this cup of the Lord, unworthily, shall be guilty of the body and blood of the Lord. But let a man examine himself, and so let him eat of that bread, and drink of that cup. For he that eateth and drinketh unworthily, eateth and drinketh damnation to himself, not discerning the Lord's body. For this cause many are weak and sickly among you, and many sleep (1 Corinthians 11:27-30).
What he is saying is that if we do not recognize that the Eucharist is truly the Body and Blood of Christ, and approach it with repentance, and awe, we are eating and drinking to our own damnation. And if someone does not even believe the Eucharist is the Body and Blood of Christ, they are clearly "not discerning the Lord's body." And so it is the priest's responsibility to ensure that people who are not prepared for communion do not harm themselves by communing unworthily.
It is true that none of us is worthy of communion, but we can prepare ourselves to partake of communion in a worthy manner, as St. Paul teaches... and being a member of the Orthodox Church, and sharing in the unity of our Faith is a basic prerequisite to that.
Now if the person does believe that the Eucharist is the Body and Blood of Christ, then they come from a tradition that also understands closed communion, even if they have relaxed it to some extent in recent years. No group that I am aware of affirms the Eucharist to be the true Body and Blood of Christ, and does not have some measure of closed communion. Roman Catholics are told that they may receive communion from the Orthodox, and would be willing to commune the Orthodox; but the reverse is not true, and this is a very recent change on their part. The historic position of the Church is that only those that you are officially in communion with may share communion. Being in communion with someone or some group is synonymous with saying that we are in the same Church. If we are not in the same Church, we are by definition not in communion.
And after explaining that we cannot share communion so long as we are not of oneness of mind and faith, and members of the same Church, be sure to point out that we would be happy to fix that for them if they would like, and refer them to your priest, if they are interested.
