: Using questions in dialog to facilitate exposition What are the guidelines on using questions in dialog (between ignorant characters) to expose setting and backstory? A few exchanges between my

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I think it's great if you can work exposition into believable dialog. But the key word here is "believable".
The classic case of unbelievable dialog is the "as you know" conversation. Like:

"I'm from Detroit," Bob said.
"As you know," George replied, "Detroit is a center of automobile production."

Equally bad is when a character asks about something that he would surely know if he was really the person you present him to be. A common technique in fiction is to have a character who is ignorant to justify why other characters must explain things to him. This can be tricky, though, because sometimes it's implausible that such an ignorant person would be present. Having a crew member on a star ship who doesn't know anything about space travel would be a strain. Having a passenger making his first trip on a star ship would be more plausible. Etc.
You can sometimes work "as you know" statements into dialog if they're a step along to the way to a conclusion that is not necessarily obvious.

"Well as you probably know, Detroit is a center of automobile production, and automobiles use a lot of steel, so the recent increase in steel tariffs has really hurt us."

You can also work such statements in as exclamations or expressions of surprise or puzzlement.

"But why would the mayor of Detroit support steel tariffs when Detroit is a center of the automobile industry and the auto industry uses so much steel? Won't that hurt his city's economy?"

Or, to shift the context to one where I can think of an applicable example:

"Sally is getting divorced? But this will be her third divorce in four years!"

It would not be surprising for someone to say that, even if everyone present knew all about her history of divorces. The speaker's point is presumably not to inform his listeners about Sally's marriage history, but rather to express shock or surprise about it.
Or in general, you can have someone relate a fact that the other character's already know if it is presented, not that he is informing them about this fact, but that this fact is a reason for something.

"I could never vote for Governor Jones," Bob said. "He's pro-gun control."

It may be that all the other characters know that Governor Jones is pro-gun control. The other characters may all know that Bob is anti-gun control. But even at that, they would not necessarily know that he considers this sufficient reason to decide how he will vote. A person could make a statement like that to convey information that his listeners don't know, and just "along the way" for his statement to be clear he must refer to things that they do know to put his statement in context.

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I don't know about any guidelines, but I agree that in your example the main character's reaction seems off.
If you're trying to shake off someone who's already suspicious, saying "stop asking!" and "why do you care?" seems like exactly the wrong way to go about it. Either of these seem like they would increase suspicion and make the questioner more likely to continue asking questions you'd rather not answer.
From personal experience, when I'm lying about something, I will not only try to steer the conversation away from that topic, but I will also actively avoid asking any questions that invite counter questions on the topic I'm desperately trying to avoid.
So yes, unless your MC is a bad liar, I would have him try to avoid such blatant red flags when talking to others. Depending on the importance of keeping a low profile, he could even try to avoid the particularly nosy people entirely.
However, it should be possible to bring up the world building conversation topics without having the MC ask for it themselves. Here are a few suggestions:
Option A: The nosy questioner directly confronts the MC:

"Look, I know you're not from Different Big City because ..."

Option B: When the MC tries to awkwardly change the topic, the questioner could give their reasons without being prompted by the MC:

"You need to answer these questions because ..."

Option C: Introduce another character who doesn't care about the MC's past (maybe because they have secrets of their own) as someone who the MC could ask these questions naturally without being worried about counter questions.

Main Character: "I don't understand why it matters to them."
Other Character: "It matters because ..."

Option D: The MC could witness two or more other characters discussing something relaying the world building information, possibly brought on by his weird behavior.
All of these suggestions assume you need to bring across the information in a direct conversation. There are less direct ways (as pointed out by Amadeus), and you should probably mix and match.

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Exposition as dialogue is a good way to keep the story moving forward, but only if it still makes sense as dialogue. You can't have two senators discussing the name of the state's capital, but you might be able to sneak it into a discussion they're having about a recent gerrymandering ruling.

In your example "Why do you say you're from Different Big City?" seems like an odd question. If they accepted GotR's explanation of where he's from they are more likely to have asked typical follow up questions related to the place or, in your sketched scenario, give them a mysterious warning to the effect that they don't want to advertise that fact. If they didn't believe that he was from Different Big City they're essentially asking "Why are you lying?" which doesn't always work with close friends never mind suspicious casual acquaintances.

Maybe your fleshed out version makes perfect sense, but my best guess is that the dialogue doesn't have a purpose beyond providing your exposition (can you give it one? Is this something the readers would care about?) and/or doesn't make sense for the characters in that situation.

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I'm not sure if I am interpreting this correctly, but I would not "mix" character questions with explanatory exposition (or answers in exposition), and I wouldn't make characters too "ignorant," that sounds too "convenient."

A difficult aspect of world-building is to use it and NOT write about it. Sure, I laid out my world, with twenty cities focused on different aspects of commerce. But it turns out my story needs seven of them, and very little needs to be said. Lumber comes from Pickford, that's true, Marble from Ansley, but how far Ansley is from Pickford or how to navigate that distance never matters, really. It's six hundred miles and requires travel on two rivers, but no character ever needed to know that, so it isn't in there.

To me a better solution is knowledgeable characters, in conflict:

"We'll just cart it to Binton and put it on a barge. I priced it in."
"What were you smoking, Jack?" Andy asked, laughing. "You can't put a hundred ton barge on Juvala, it's barely a creek. You'll drag bottom. You need five barges, and you'll be paying five crews, at least until you reach halfway, about Morristown. Did you price that in?"
Jack winced. "No."
"Well, you can cart it across Juvala, another fifty miles to Markham and barge it there, that's likely cheaper. but at the bottom you'll have to cart it back to Santos on the coast road."
"What's that, a hundred miles of carting? What does that cost?"
"I don't know," Andy said, "Go ask Philip."

Another option is mental imagery in a character.

"We're coming from Alvatown," the man said.
Images of Alvatown rose in Bill's mind, the seashore and long docks, the iron ships, the seemingly thousands of hard sailors in gritty bars seeking alcohol and affordable accommodating women, in equal measure. A town where anything could be had for the right coin.

When things fall flat, it is typically for lack of conflict. Create some. Even in exposition; for me, my exposition is done with my POV character in mind. I want to talk about the stone altars of the Ancients (something like our pyramids):

The altar stood a hundred feet tall, built of hundreds of closely fitted granite blocks, Gracie heard they weighed fifteen and twenty tons each. A lot of people saw these fantastic works as a testament to the ingenuity of man, a lost art of stone carving, seen with awe.She didn't buy it, she saw twenty thousand people in slavery, whipped into back-breaking and lethal labor to satisfy the ego of some psychopathic nut job that thought he could buy immortality. She saw a hundred foot tall pointlessly meticulous monument to the cruelty of absolute power. It wasn't awesome, it was disgusting. The only thing worth praying at this altar was that the man that built it died screaming.

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