It's not rude, but more...socially unacceptable, if I can say it like that. It's because here (I can only speak for Norway and Norwegians), religion and your beliefs are something that belongs in the home with your family or in the church (or other religious places), and people don't really care at all about what you believe in, as long as you don't bother anyone else with it (many don't even like just talking about it. It depends on who you're talking to though). Many people here aren't actually even Christian, (bellow 25%are) even though they're a member of the church (it was because here in Norway, for a long time, it was hard to stop the membership, and many people didn't even know they were a member until they called the church and asked about it)