It isn't necessary, it's at best a bit rude or crass or lacked manners. Reaching out and touching someone's name badge is considered rude I guess because we're a bit uptight in British society and it's considered an invasion of personal space or something. Carrying on with a conversation and pressing a subject when it's clear the other party wanted to drop it could be considered bad manners, then again being wilfully obtuse in response to a fairly ordinary question is also confrontational/rude. The follow-up questions if asked like that; "your people", "really come from" are too vague, though the context of the first question re "Africa" and the fact she was stood there with an Igbo name and in that costume ought to have made it obvious what was being asked. The whole interaction, if it were an accurate transcript came off as hostile (from both sides), it seemed a bit disjointed though and I suspect the recollection isn't entirely accurate.
I'd guess NF gave a bit of attitude and Lady SH was put out and doubled down a bit too.