Generally speaking, we would not consider planting privacy trees as rude. At the end of the day, you are entitled to put up trees in your backyard, and there are other reasons why you might do so along with adding privacy. It isn’t that different from putting up a fence or a hedge.
However, if you get along with your neighbors, then we recommend talking to them about it, even if it’s just mentioning that you’re planning on planting a tree. That way it won’t catch them by surprise, and there will be no room for offense.