Hmm, not rude but potentially awkward, perhaps? What's your reasoning for not telling people ahead of time? Is it that you don't like having to announce your big news to individual relatives?
Here's how I seet this going down: You walk in visibly pregnant (How visible do you mean, btw? Like "4 months and she could be pregnant or perhaps she had one too many cookies since we last saw her" or "9 months and I really hope there's a baby in there"?). Your polite relatives will wonder amongst themselves and maybe make hints ("Oh, anything new with you two lately?") but will not ask outright if you're pregnant. Which means that you still have to make the rounds and do a lot of announcing.
It just seems easier to tell the most gossipy relative a few weeks ahead of time and let the grapevine do it's work. That saves you the burden of having to announce your pregnancy, possibly multiple times, and will save the polite relative from having to restrain themselves.
I remember having this conversation with a co-worker several years ago. She wanted/needed to tell people but it's not like she wanted to stand up at lab meeting and announce that she was pregnant. At her request I, and a couple of others, spread the word for her.