It depends. Many reasons or no reasons at all.

Some people have higher sensitivities than others just because how they are, some have very thin skin, some had a cushy life where they don’t have to toughen up so they can afford to be all offended, some never worked or never worked challenging jobs in challenging environments so they never had to toughen up, some lack life experience and understanding of how the world operates, some are naive, some are self absorbed and expect the world to coddle them, some have disorders and mental health health challenges that understandably make them very sensitive, some are spoiled, some just have different personalities, some lack critical thinking and take everything personal, some think too highly of themselves and they are rude people themselves yet are “fake” offended, some became sensitive because they were treated poorly and abused in childhood etc etc etc

Why do these people think you are rude? Could you specify if possible?