No it's not rude at all to not say bless you or god bless you after sneezing.
Me I would prefer people to not say bless you or god bless you after I sneeze because I'm not religious and do not believe in god.
I have no problem with other people being religious or praying etc but I don't like any god or Jesus references or prayers to me.
So actually unless you know the person is religious and really know the person who sneezed it's best to not say anything.
Just go on about your business and I would go on about mine after sneezing. :)