Yes, "who are you?" does sound a little rude. Years ago, I was at an office, and a woman came to the counter and said to me, "Who are you?" At the time, it seemed very rude to me. I think, it'd be politer to ask, "What's your name?" but anyway, in this exercise, it's teaching how to say "who?" I suppose what's rude in English, might not be considered rude in another language and culture.