No, it's not rude. If anything, it makes a tiny glimmer of a smile flit across Edward's face. Not checking his speech means Levi is treating Edward like a normal person, and he likes that.

"Thank you." He lets Levi lead him through the hospital, adjusting his pace to whatever Levi sets. At Levi's question, Edward nods.

"It's quite obvious, isn't it? But yes, I've just arrived. I fell asleep in a rehabilitation hospital in England and woke up... here."

Wherever here is.