Even though they know you don't date, drink, do drugs, etc. It should also be made clear that this is not a personal insult aimed at them. You and they can still play baseball, go fishing, or hiking, but the Prom is just one activity, which you'll have to skip. And of course, Halal. The possibilities are endless.
Sports are almost always a favorite for brothers.
For sisters, you could throw a totally wild and crazy all-sisters party at your place. They are primarily a way to have Halal fun and to keep away from the Haram. The sooner you decide not to go to the Prom, the better. This will give you more time to plan your alternative. Except this will be only a mother-daughter affair.