I think a lot of moms of multiples go through similar types of experiences. These questions always make me wonder, why do people care? I think sometimes it's just plain curiosity, but I often remind myself that certain questions make people feel uncomfortable. I never ask if a woman is pregnant unless I know that she is for sure, I don't talk about breastfeeding with someone unless I know that they want to talk about it, and I'm surely not going to ask if someone had fertility help to conceive their children. However, many people don't think about it. They just say whatever they are thinking.
My first thought when I was reading your post is that you don't owe anyone an explanation. You don't have to tell them anything about what you did to conceive your children. I would kindly say, "Yes, they are natural." Then move on from the conversation. You can always politely excuse yourself from the conversation without even answering it. Pretend like one of the twins is acting up and you need to go.
I think you have every right to feel uncomfortable about what these people are asking because it's private information. I think it's perfectly ok to set the boundary with someone. Just come up with a line that you say to people when they ask questions and stick with it.