He's not rude he's honest. Honestly an ass. But he does appreciate Selina being there, really. Who else would they get to quietly judge everyone and make sarcastic remarks. Besides Tony.
"You just told him you were a cat burglar? I'd have said I was a super spy or something." Nothing wrong with embellishing a little. Especially since Steve was gullible enough to believe anything she said. "His friends are several years ahead of him and Thor and I are completely out of the picture. It's...annoying, stepping on eggshells around him."