I know. It just immediately has very positive connotations for me. But I think it's more likely to be parents that pick up on rude = poor manners than kids. Being a rude boy is a compliment - sharp, edgy.
And I firmly stand by the fact that if kids are going to pick on you, they will pick on you. Doesn't matter what your name is. One of the names I got called once was Diarrhoea. It's critical you understand that my name is not Di, Diane, Rhea/Ria, Rio, Thea, Leah, Mia or any other name you could possibly imagine would lead to Diarrhoea. It takes serious mental gymnastics.
The argument is often, yes kids will find a reason so why give them ammunition? In this case, I'd be like, if the ammunition leads them to 'Rude', let them get to that fairly benign first base and stay there.
You'd end up calling the kid Rude yourself as a parent anyway. His mates would call him Rude. It can't be an insult if it's your nickname.