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Since when did “Where are you from?” become against the etiquette rule? Say you are in kathmandu and a kuire approaches you and you start talking to him. Wouldn’t you want to know where he is from and wouldn’t you ask that question? If that’s not offending why are you offended here?
Psychologically, if you are offended by this question, deep down you are ashamed of your roots. You are trying to assimilate to the new culture and get irritated when somebody reminds you that you didn’t look like a local.
I’ve spent a long time here and do feel a little odd when somebody asks me where I am from. My oddness immediately goes away when I think rationally that it is a perfectly okay question to ask. I then tell them where exactly I am from: Nepal. Last thing I’d blame them to be is uncivilized.