I don't think it's rude, though it might be a bit tasteless to do it in front of the admissions staff.
Still, even they know that unless you're applying ED, you've almost certainly applied to more than one school. Plus, it seems like a lot of the same people tend to pop up again at other schools, which is kind of neat, b/c then you can compare notes with them.
vn2004, it may be that the girl didn't have any other interviews, and that's the reason why she couldn't "remember" the schools. I mean, if she only has received the one interview, and everyone else around her is talking about the other half dozen they've already gone on, she's going to feel bad, right? If you want to make small talk, it's probably better to just ask people where else they're applying, rather than how many interviews they've had.