Is it rude telling religious people that they’re living a fantasy?

When America was founded, the Declaration of Independence stated that people would not be persecuted for whatever belief they chose.  That would include a person's right to not believe in any religion at all.  If you are not a person who wants to believe in something, then it is your privilege.  It is also the privilege of someone who chooses to believe in something to maintain that belief.  Ridiculing a person because of his/her race, religion, or political leaning is, in my opinion, prejudicial and petty.  It's also the equivalent of proselytizing (attempting to win someone over to a specific belief system, as some religious zealots do).  How would you feel if you were accused of that, if you are attempting to convince a believer to change over to your non-belief?

The interpretation of the comment will come down to individual perception of what has been said. Some people will dismiss the comment, others will want to engage in a discussion or debate about their religion, and others may be offended. Whatever the intention of the person making the comment, this will not automatically be seen in that same by the recipient.

THey probably think it is.

kind of but they probably heard all that before

It could be seen as rude but if you are intelligent and just looking to understand things to the best of your ability, it can actually open up an dialog where the person being accused of living in a fantasy can ask "in what way?". Sometimes Christians accuse me of living in a fantasy where I often have to straighten them out on the facts that I actually see vs. the misinformation that they've been told about what atheists think. Based on what they've been told, I might draw a similar conclusion. The main problem is not even about intelligence, but rather irrationality, where irrational people are often the last to know they are the irrational ones. It can be frustrating for people who deal with good reasoning as the irrational will just ignore or reject the better reasoning for what they irrationally want to believe to be true. Watching Christians for many decades now, they sort of work in reverse from proper reasoning where they begin with the conclusion first, then make poor attempts to make the evidence and arguments fit their conclusions. Proper investigation is about following where the evidence leads and changing directions when new evidence arises to warrant a change. You just don't see this on the topic of theism in general.

Well, the natural question a Christian might ask following that remark is 'why do you think so.' I wouldn't take it as rudeness as it would give me an opportunity to explain my beliefs. 

No, it's a good test for them, and their faith.

Not really.  Someday you will be shrieking in agony and writhing within the depths of a fiery Hell and the religious people will be looking down on you from heaven and laughing hysterically.

Yes, especially seeing that you're wrong.

It's your opinion only..and you're vastly outnumbered.

yes ...because whats the harm in beliving in heaven?....if you die and thats it..nothing..then they lost nothing,if thier is a heaven,,then they where right,will gloat about it and god will send them to hell ........