Is it rude to ask for food without MSG in Sri Lanka.

It is absolutely not rude at all but you must communicate it clearly. MSG locally known by the brand name Ajinomoto is used heavily in cheap street food stalls specifically when making fried rice or kottu to aggressively boost the flavor. Local chefs will happily omit it if you explicitly request No Ajinomoto before they start cooking. However traditional slow cooked rice and curries rarely use MSG relying instead on natural coconut milk and roasted spices for their intense flavor so those are generally much safer highly authentic options.