Did they ask you three times in a single conversation and ignore the answer you gave each time ?
Only when obviously being asked about heritage I told them what company I worked for or gave my current address as an obviously confrontational answer.
I don't go around wearing a space suit just so I can tell people I come from the moon either.
I don't live in the UK, I get asked where I'm from on a daily basis. Its not an issue as I choose not to make it one. I don't answer politely to other white people but then decide to give an 83 year old Asian person a hard time over it.
I also get stared at, I wondered if it was a cultural thing as staring means different things in different countries but my wife assures me staring is a bit rude here too, it used to wind me up but I've come to realise that for a lot of people here I might be the only white person they've seen in a decade or more, perhaps ever and that it's human nature to be curious. Now I just wave and usually get a smile and a wave back.
I think with a lot of things in life you can go around seeking confrontation if you want, it ends up not actually doing you any good.
Looking at the transcript, I think both parties have been a bit awkward and could have handled it better, but only one of them appears to have done it with malice.