I agree it's rude is someone goes 'urgh! I'm not eating that!'
But so is the host pointedly looking at everyone's plate and saying, 'Do you not like that?' Or 'Is that all you're eating?' Which is what I find 'non-fussy' hosts do an awful lot of the time.
I'm an odd one: I love a wide range of foods, but bizarrely have serious issues with texture and smell. So, for example, I can eat cheese on salad or grilled, but cheese sauces, or liquid melted cheese will make me feel queasy from smell alone. Similarly, the texture of anything gristly or fatty will literally leave me gagging.
I can eat any ethnicity you'd care to name, I can eat almost any meat, but if it's even slightly pink, or fatty, I'll gag, repeatedly, with every chew until I either spit it out or make myself sick.
However, I can and will eat what I can of what you put in front of me, around the bits I don't like it, or palm it off on my DH, without saying anything other than 'Thank you very much'. There will (nearly always) be enough food so I can cheerfully much away without it being an issue, unless the host makes it so.
If you've never had food 'issues' you have no idea how stressful it can be. To have the host repeatedly drawing attention to my 'avoidance' techniques I find just as rude as me not eating things. You are not my mother!!
And don't get me started on the woman who, having asked if there was anything I didn't like/couldn't eat, proceeded to make a whole menu out of exactly those things and then asked why I wasn't eating in a huff!