Usually what I do is turn it around on her and make it into a compliment somehow... specifically, get her to think that the reason you enjoy tickling her so much is because you enjoy tickling *her* not, that you enjoy *tickling* her. IE, "why do you like tickling my feet so much?" - "because they're too pretty not to touch, and your laugh is beautiful."
Believe it or not, I've also been asked this question of prospective dates. When I get the opportunity to screen them first (usually because they've answered a personal ad I place on Craigslist looking for ticklish women) and I ask them if they're okay with tickling, they ask me why I want to do it. I usually say something like the chocolate comment - in fact, the exact analogy I used was, "do you like chocolate ice cream? you do? good. Now, imagine never having chocolate ice cream again. You'd survive, but you'd miss it. Same with me and tickling."
That seemed to work for her.
Matter of fact, I had a date today... *beautiful* woman. We went bowling, of all things, and the chemistry was there, so we were ribbing one another and flirting between frames. At one point she was sitting near me and said something cute, so I reached out a finger and lightly tickled her under the arm. She giggled and said, "I'm extremely ticklish." I winked at her and said, "yea? sounds like fun." You should've seen the look on her face. Flustered her so bad she guttered her next throw.
Be confident, be charming, and make it all about her. Remember, you're not weird... and besides! She's letting you tickle her, so she must enjoy it, right? If she asks you why you like tickling her, ask if she likes it. If she says she does, tell her "there's your answer".
The possibilities are endless.