Earlier quoted context omitted.
Use their same language back at them and talk about your "compensating controls". That's auditor lingo for I know A is the standard control but by doing B and/or C instead I have adequately addressed the risk.
So, what would be the compensating control for infecting yourself with malware?
Further, if you can demonstrate in auditable fashion that there are no browsers or other network connections or other typical vectors for infection, that can be a compensating control.
[Edit]
Or if you can demonstrate that your email system will drop all attachments and links, that would be another (annoying) way.