People get too offended. I like Michael Medved's attitude. He's Jewish and gets confronted/asked by people all the time wondering why he's not a Christian. I personally saw this happen in Denver. He didn't get offended. He's proud he's Jewish and is happy to explain his beliefs. He doesn't think the people are rude for inquiring. He's comfortable in his own skin. And if you get asked a question that you don't wish to discuss/answer you can reply in such a way that isn't rude but gets the message across.
I feel that if you are asked a personal question you don't wish to discuss, you should reply in a way that is rude. (Hoe else are they going to learn?)
Not everyone has the self-confidence and gift of gab of a talk show host, for heaven's sake. There are millions of people in this world who are shy, or reserved, or who simply choose to keep their private lives private.