Women Who Deny Sexism

I would love to hear people’s thoughts on a phenomenon I have encountered with a few of my women friends. I have some friends who, when I bring up issues related to gender, sexism, or feminism act very dismissive. They will say things like, “Well I’ve never experienced sexism. I get paid the same as the men at my job, and I’ve never been denied an opportunity because I’m a woman.” They never come right out and say that they don’t think sexism exists, but they indicate that they are skeptical and dismissive of other women’s complaints, and they think sexism certainly doesn’t apply to them.
These responses leave me flabbergasted. I want to scream, “Are we living in the same world!?” Now, I certainly don’t want to be in the business of trying to convince someone she is oppressed, but I wish I had some kind of good, diplomatic response. Has anyone else encountered this? How have you responded? Do you have any thoughts on this phenomenon?