No, of course not. Unless the type of behavior that is considered odd, also happens to be something I consider rude.
Odd but not rude: Being obsessively fascinated by specific dinosaurs, reading books about them all the time, and wearing a T-shirt with a diplodocus on it.
Rude but not odd: Calling someone a clod.
Both odd and rude: Calling someone a diplodocus.
Notice that being odd, and being rude, can overlap, but are definitely not the same thing.
Why was this a question to you? That it was, strikes me as odd (but not rude).