I have something to add to this question of rudeness, for you married ladies, or those who are single mamas by choice and/or have adjusted to their singledom.
Put yourself in the position of a pregnant woman, who is alone, and not by her own choice. She is likely going through a very difficult time and in the process of accepting that she will be going through this alone without support from a partner who she thought would be there and has ditched her for whatever reason.. then add to that the societal shame of being a single pregnant woman (whether or not it should be there, it IS), a single motherhood looming in her future, frightened, alone, likely ashamed, but possibly conflicted for feeling that way when everyone tells her she should be feeling joy, but who also give her pitied looks and gestures of charity, which she may or may not need but probably feels hesitant to accept in order to take responsibility for her own part in getting her to this place... struggling to maintain a positive attitude, but dealing with hormones she has never dealt with before, constantly questioning herself as to whether or not she's taking things too personally, and terrified to offend anyone, but trying to grow into the strength of her own maternity.
THEN... ask yourself if that question from a relative stranger might push a button or two.
I know first-hand how this question feels to a woman in this position, because I am one of those women. Whether or not it is right, single mothers, especially single pregnant mothers, no matter their age or ability, are discriminated against in attitude and reception by the general public, in some geographical areas more than others. If I am out in public with my pregnant belly, many eyes head straight from my pregnant belly to my left ring finger. Some days I wear a ring there, some days I don't... and the difference in reactions is significant. Even if this question is asked of a married woman (as I believe it was to the OP), it elicits a certain degree of defensiveness in those who are aware of this societal prejudice. It is NOT a neutral question. A neutral question might be to ask if you know the sex of the baby... but perhaps in China that would not be neutral either, given their society's wide-spread gender preferences.
Let's face it ladies, our society at large has not evolved the way some of you here have.
I would guess that the questioner had no ill intent, but you might try see how this could hurt, nonetheless... or at least add to someone's stress, if only inadvertently. The question may not have been rude, all by itself, but it is a classic example of how people speak first and think later. If you have not been in the position of a single pregnant woman, you cannot BEGIN to pass judgment on whether or not she should or should not see the question as hurtful or rude.