That's only a solution for skinny people anyway. 1. I don't wear skirts that are short enough for this to be an issue. 2. I'm chubby enough that I don't have a problem keeping my thighs together (shut up, you know what I mean). I ride the subway every day. If some d-bag wants to go to the effort to try and get a shot of my thigh-cleavage, they can go for it. It would be flattering, like when I get carded by some well-meaning youngster at the grocery store.
I don't even get carded anymore at the places with the big sign that says, "we card everyone".
You should say something like, "I guess you should have carded me!" and then pretend you're taking off your old person mask. Fall down in the struggle. Then jump up, throw down one of those little gunpowder cracker things like it's a smoke bomb, and run out the store cackling like a crazy person.
Note: Make sure you pay first.