No, of course it isn’t rude - just give the reason you have given here, that it was too violent for your taste so you couldn’t, unfortunately, continue reading it. 😊
If some take umbrage that their choice hasn’t been read all the way through, so be it, but they are, in my opinion, being unrealistic because it isn’t possible to enjoy every book out there.
Surely, part of being in a book club is for the participants to be able to comment on the book choice as they found it, including sometimes to say they weren’t enjoying it and why, and because of the said reason, couldn’t finish it.
I’m not a member of a book club, but if I were, I would like to think I could say whether I enjoyed a book or not and why, and also to say I didn’t finish it if it was one I wasn’t enjoying, without feeling like a naughty schoolgirl who didn’t complete her homework 😂.