I would simply congratulate them and mention in a polite and casual way that (you) thought the regs had mentioned the area in question as being closed or otherwise limited.
"You might want to double check, because I know that the Troopers are up here all the time...". This is a good closer, not only giving them some thought about a citation, but also suggesting that the cops are around the area a lot. Not a bad hint whether you are a man or a woman fishing alone.
RainOrSnow, I am not trying to sound condescending here, but if a stranger disagrees with you it is most often best to just smile, shrug and turn away. I find that it helps to say "stupid f-ck" in a low voice once they can't hear you or see your lips. From professional experience I would very much recommend not showing your phone or inviting a stranger to accompany you to your vehicle. Human nature being what it is, our outer appearance can be an extremely deceptive opposite to danger and turmoil within. If I had been off-duty and came across Ted Bundy's Volkswagen broken down on the road, I have no doubt that I would have stopped to help him, kindly leaning deep inside of the car to hook up the under-seat jumper cables.
A very sad reflection on humanity, but there is just no way to gauge if your cell phone or your body could end up being tossed into the river.
Eamon