Quite bluntly, they found it rude because it was. You weren't hearing really hearing the intent of question.
Given that the job interview was for a Business Analyst position, I'm assuming that the purpose of asking such an obviously unclear question was to see how you'd handle unclear requests from clients or end users. Given that end users make unclear requests all the time, being able to handle this well is an essential job skill for business analysts.
Presumably, they wanted to see how you would do with pushing back on the request and asking for clarification; however, you didn't push back at all, you got annoyed and just blindly followed the instruction literally.
Think about it from their perspective: is that how you're going to interact with clients and end users? Would you hire someone who would handle clients that way?