

I don’t think it’s rude. It’s a favor, after all, not expected behavior.
I almost always respond with, “depends on the favor.” They could be asking for you to take their picture; they could be asking for $1000 for their MLM. I’m not signing a blank check by answering “yes”.
I mean, sure, but it’s like pulling the WotC mask off a Scooby Doo villain.