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Topic : Re: 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 - selfpublishingguru.com

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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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