Performing at an art exhibition at college?

No you are not rude, the woman who asked you to play is a philistine by asking for background music. If you can see the art before you chose your program then you could choose work that compliments or comments on the art. If the work is conservative play the Beethoven, but if the work is more creative go for the Copland (or do you play Thomas Ad�s). If the artists think of their work as decoration for a suburban living room then you should play background music to compliment their aesthetic ..