Not rude at all.
I do not believe that a wig makes you more of a man or woman. I def. have a side to be that is VERY feminine and likes doors to be opened for me and treated like a queen. That is also my bitchy/diva side. I wear my make-up/wig when I feel that side of me coming out.
The guy side to me is just very quiet and low-key. Depending on the mood is how I decide.