Is This The Rudest Thing Diners Can Do?

There used to be a restaurant in my city that had the most delicious steaks.  Sometimes when I want a steak, I'll randomly think about that restaurant and feel a small sad that they're gone.  But when you ate there, if you asked for steak sauce, the chef would come to your table and ask if you had even tasted the steak yet and why you want to put a sauce on his steaks.  It was dramatic but I think thats a chef thing.  Gordon Ramsay who is known for his sharp tongue said that the rudest thing that diners can do is to not finish the meal.  I understand that.  Food is an art and chefs want us to appreciate the art.  But also in the back of my mind I remember hearing 'a lady leaves a bit of food on her plate'. However, I definitely do not want to disappoint Chef Gordon Ramsay who I have never and will probably never meet, so I'm going to go on and finish my plate.