My 5yo son says is starting to say this quite often.
We'd be playing something and I'd say 'be careful you will break that!' and then he starts: Are you annoyed? am I a bad boy? Yes, I am a horrid boy. 
Then sometimes, it's like he misbehaves on purpose so I tell him off, and then he starts again....
I really do not understand where it comes from!
Has anyone had something similar?