It's that the phrase was not necessary in this context.
question was neither rude nor inappropriate. In this situation 'the phrase' should not be used; a polite 'no thank you' would be appropriate.
The phrase is not rude (isn't that the point?) so why is it inappropriate? She was not trying to say that the question was rude or inappropriate either, she was just answering it!
I find it a bit amusing that a suggested phrase, said in a polite way is (according to some here) only appropriate if in response to a rude question. It works for a rude question because it IS appropriate. If it is only to be used in response to a rude question to put the asker in his/her place then it is really not a polite answer at all.
I'm with edgypeanuts. You make complete and utter sense.
Oh. I actually agree 100% with MellowedOne.
I work in the health field so I'm biased. Hypothetically, let's say I asked an overweight/underweight patient about their weight and if they were interested in setting a goal towards making themselves healthier, and their response was, "Why would I want to do that?" In all honesty, my internal reaction would be, "Wow, they don't seem to care at all about their weight. I wonder how much they care about their health overall."
THIS is why context matters. I don't think the nurse was rude, I don't think the OP was rude, but I do think this particular phrase was used out of context. I myself would have far preferred, "No, thank you" or "not at this present moment." The phrase used by the OP gives a different meaning altogether, suggesting that the asker of the question was asking something that isn't even to be considered, when the unfortunate reality is that weight can and does have many effects on the body.
Note: I suspect we may be picturing different scenarios here. You may be picturing a patient who is so over- or underweight so that you assume they can't possibly be unaware of the benefits of losing/gaining weight. However, I am addressing the more general case of whether the response is inherently inappropriate to this question in a healthcare setting.
If you (or the nurse in the OP) said something like "Based on XYZ, your healthiest weight is probably within the range ____. Would you like to set a goal of losing [or gaining] weight to get closer to this range?" then I would agree that responding "Why would I want to do that?" would be inappropriate. However, I would consider it inappropriate only because they have already been given a clear reason why losing (or gaining) weight would benefit them, i.e., they are outside of the weight range that is healthy for them.
OTOH, if you had not already discussed what weight would be healthy for them and simply said "Would you like to set weight loss as a goal?" then I don't think it's unreasonable for a patient to ask "Why would I want to do that?" For instance, if a nurse asked me
if I wanted to set weight loss as a goal, my first question would probably be "Why? What weight should I be?" And that would be an honest question, not an indication that I don't care about my health. Honestly, I'm pretty sure I'm in the "overweight" range on the BMI chart right now, but I also don't pay much attention to the BMI chart, since it also said I was "overweight" or very close to it when I was toned and quite active (i.e., Tae Kwon Do four nights a week, lots of walking, etc.). It's possible that losing a few pounds would be a good health goal for me, but I would expect any doctor or nurse to suggest a target weight based on my specific body type and be prepared to talk about the health benefits of going from my current weight to this target weight before I made it a serious health goal.