People generally distinguish between such cases as "You shoplifted, and now there will be negative consequences" and "You failed to pay protection money to the mob, and now there will negative consequences". You can say that there is no essential difference between them, and in both cases you feel quite comfortable with telling the person in question that their actions are not in their self interest, but most people accept the idea that there are standards for behavior other than mere self-interest. Furthermore, if you merely intended to state that my behavior would have negative consequences, then you could have said so. There are plenty of behaviors that result in negative consequences, that are not rude. By applying the word "rude" to my behavior, you were asserting some attribute beyond merely negative consequences, and that attribute is generally considered to be a moral one.