I'm not sure why it would be considered rude unless you're in a situation where eye contact is particularly important. I've worn sunglasses inside for several reasons. Most commonly, I forgot to grab my regular prescription glasses before entering the store (and I can't see without them). If I'm running in quickly, e.g., paying for gas, I don't bother to switch them out. Also, I have visual, migraine-like symptoms sometimes - flashing lights and floaters - that are exacerbated by bright light. Just this week I wore sunglasses at work because my office was too bright, even with the blinds down and my lights off.