"You are being rude" suggests that one is violating an external community standard of ethics. The implication is that most people would consider your behavior to be rude--Fe builds its moral worldview based on external community standards.
"You are making me feel bad" suggests that one is violating a personal, internal standard of ethics. Fi builds its moral worldview based on subjective internal values.
This is the difference between Fe and Fi. Fe-ers tend to show more respect for the former, and Fi-ers for the latter.