politeness - What is the correct way to answer a general question?

Is it considered rude to answer a question with a question? For instance: Q. Did you eat those cookies? A. Why?
Would the correct response be "Yes I did (or no I did not), why do you ask?"

• Next grammar - "Would prefer to do something " vs. "would prefer doing something"
• Previous Capitalization of a noun that has be made definite