In response to the above query, we say "I'm not impressed".
This is because it can be seen as answering the question "Are you impressed?"
So we would answer in the same way using the adjective "impressed":
"Yes, I am impressed."
Or
"No, I am not impressed."
On the other hand, if we are asked the question "Does that impress you?", we would answer using the verb "impress":
"Yes, that impresses me."
Or
"No, that does not impress me."
