Nope, you're not.
In fact, I think it's somewhat ruder to appear "online" and avoid speaking to people. If you're busy, be offline, OR just "appear" offline so that you can hop online if you notice someone that you want to speak to.
It's actually just like phones
. Being "online" is like having the ringer on. Being "busy" is like having vibrate on, and being a ghost or offline is like having the phone turned off. None of which is rude
In fact, the people questioning you about it ARE being rude!
At the moment, because I'm out of a job I spent a LOT of time online. And when I say a LOT, I mean it. Maybe 2PM-3AM (yeah, I know) or a little more. I'm on IM for most of that time as well. Sometimes, of course, I go out.
One of my friends had the gall to be surprised that I can have a life and, you know, GET OUT, haha. I left for two days and when I got back "Oh, a ghost!" .........buh ?? I just laughed it off and told him that people who want me to "get a life" (aka find a job, go out of the apartment) should not be surprised when I actually do it