Is it rude to ask an adviser at my current university to help me transfer?
You have think this matter in a practical way.
You should not tell your advisor that the reasons linked to your transfer are linked to the fact that you prefer the other one. In my experience, you should be diplomatic, focus on what is important, saying that this would be a good opportunity for having new experiences, specially in terms of academia. You should express your genuine will to grow as a student.

Moreover, I believe that you should not fear your advisor. If he becomes rude or irritated or whatever, it is not your fault because nothing justifies aggressiveness

So, this is a risk you will have to take in order to take a chance and try to go wherever you want to go. This is kind of the part of being an adult and dealing with stressful situations in life, specially in academia.

Good luck and don't waste your time overthinking this.