I don't think it's necessarily rude to ask someone about their cultural background. I do it all the time - not complete strangers, mind you, and I'd never just blurt out 'what are you', but people I know, I ask sometimes because I'm genuinely curious and genetics/heritage pretty much fascinate me.
I get asked a lot because it's difficult to tell - I have a slightly crooked Roman nose that everyone mistakes for a Jew nose - even though I am half Ukranian Jewish, my nose comes from the fact that I'm Italian. I'm also part Romani, 'gypsy' by way of Hungary. And I'm Scottish, so I have freckles and fair skin. So it's pretty hard to determine what I am just by looking.