Is it rude when relatives do not ask any questions about my life?

Your outlook is quite backward. You're not supposed to ask personal questions of anyone, and I'm alarmed that perhaps you routinely do this to others given that you're offended no one is doing it to you. Yes, people are very curious, but we respect the privacy of others. We generally wait for them to volunteer information and then try to determine whether they are open to queries to elaborate. But we do not try to *pry* open that door ourselves.