There are certainly groups where asking is not rude. For example, my husband's grandmother wanted to hear all about our wedding plans, so I sat down with her and began telling her about them. She kept saying things like, "Oh, but that sounds expensive?" or "Isn't that expensive?" or "How much does that cost?" I kept deflecting the questions, and finally she came out with, "How much money do your parents make?" I was shocked, and when I told her, "I don't know how much they make," she was surprised. When I repeated that conversation to my husband, though, he told me that in his family, her question wouldn't be considered at all rude.
Someone earlier mentioned class. My husband comes from a blue-collar background; it's possible that since his grandfather was a union man, he did know how much all his neighbors made. That could mean that salary was less taboo, so he did not raise his children to think of talking about how much money people made as rude. I come from a white-collar background, where salary can vary a great deal depending on career choice. For example my mother, as a teacher, made a modest salary while my father, a lawyer, made much more. I was taught that a person's salary is their own business, not mine. I don't ask other people how much they make and honestly would feel awkward answering that question if asked.