I'm trying to understand the context where you would ever have an opportunity to explain you weren't saying it for religious reasons. Do you really expect them to say "pardon, why did you not say grace with us?

Because that is a stupid question: the simplest explanation is "you don't know the words".

What I fear is this question is actually motivated by the expectation of, if they don't ask, to tell them this unsolicited!

Yes. You are correct. They will react very negatively to that.

They would get it as not religious conviction at all, but rather as "I refuse to be humble". Typical American loudness and arrogance under a thin cloak of religion.

I'm trying to understand the context where you would ever have an opportunity to explain you weren't saying it for religious reasons. Do you really expect them to say "pardon, why did you not say grace with us?" ... and throw open the gauntlet to a religious discussion?

What worries me is that you'd expect or even hope for that.

Yes. They will react very negatively to that.

They would get it as not religious conviction at all, but rather as "I refuse to be humble"... since the statement is all about being humble.