I'm in the Uk and have never thought of it as rude to ask someone their career, and I don't know anyone who does think it rude. It's someone asking what you do for a living out of an interest in you, how can that be rude? It'd be rude to ask someone how much they earn, but not what their job is.

In answer to the original q, I just say my career, the fact I'm not working at the moment doesn't need to be said, but if someone does know I'm not working I try to make sure they know it's a health thing, not an unemployed thing.