Why did Bruno think the Fury was the rudest guest in Boyne's The Boy in the Striped Pajamas?

First of all, it is important to realize that the "the Fury" is an error on Bruno's part.  It is Bruno's mispronunciation of Hitler's title of "the Führer."  In regard to your question, Bruno's exact statement is that "the Fury" happens to be "the rudest guest I have ever seen."  The reasons why Bruno thinks this are many and varied.  Originally, Bruno thinks it is rude that Hitler has invited himself to dinner (instead of being invited).  Next, Bruno thinks it is rude that Hitler "marches" into the house.  Third, Bruno thinks it is rude that Hitler treats his date, Eva, like a dog.  Hitler yells at Eva when she converses with the children too long.  In short, he begins “clicking his fingers as if she were some sort of puppy dog.”  Finally, Bruno thinks it is rude that Hitler immediately takes Father's place at the head of the dinner table.  While all of these are direct reasons, there is an indirect reason as well:  Bruno will be forced to leave his home in Berlin due to Hitler's orders.