Different cultures around the world can have wildly different notions of politeness, and how they expect polite people to behave.
One, sometimes rather radical, extreme of this kind of culture can be found in Japan. An overly polite Japanese is a kind of stereotype, but as far as I know, this stereotype is actually not all that far-fetched in many cases.
Traditionally (and in many cases even today) Japanese have extremely strong notions about politeness, honor and shame. For example, offending a guest can be seen as one of the greatest shames a person can suffer, and many traditionally-raised Japanese will sometimes go to almost ridiculous lengths to avoid this. They often have great difficulty with this when dealing with foreigners they don't know or know very little, because they have no idea what could be considered impolite and rude to the culture this foreigner is from. Many Japanese people outright fearing foreigners because they fear that they will offend them and thus cause themselves great shame, up to the point of going into a panic when a foreigner approaches or speaks to them, isn't just an urban legend, but actually happens sometimes.
A foreigner visiting Japan should usually be careful about what he says and especially what he asks. There are countless real-life stories of foreigners unintentionally causing a lot of work or other kind of trouble to some Japanese people because he carelessly asked for something without realizing that the Japanese person might then feel obligated to fulfill that request to the best of his or her abilities, lest he or she fall into great shame. For example, simply asking someone for directions to some place might make that person actually guide them personally to the place in question, no matter how far it is and how long it takes, even though it would have been completely unnecessary. (Yes, this has happened to acquaintances of mine.)
The extreme politeness culture of Japan can be seen in their language. Japanese probably has more words and inflections related to different degrees of politeness than eg. Spanish has verb inflections.
There is one aspect of this Japanese politeness culture that I greatly admire, though: The Japanese, generally speaking, have great respect for foreign cultures, understand that they can be quite different from their own, and thus do not put unfair expectations on the behavior of foreigners. As far as I know, the default assumption is that if a foreigner acts in a certain way (which is not outright rude, disturbing or violent), it's because that's normal in their culture, and hence it's ok and should be respected and understood.
The same cannot, unfortunately, be said of some other cultures where some degree of politeness is expected as a cultural norm, and it is assumed that everybody will conform to those norms, even foreigners from other cultures where the norms might be different.
It is, of course, a good thing if a traveler gets acquainted with the cultural norms of the country he is visiting and tries to obey them as well as he can. However, expecting every visitor to know these norms by heart, many of which have been implanted into locals through years of being raised and living in the place, can be quite unreasonable.
The polite thing would be to not apply the same politeness assumptions to people who come from a different culture.
This gets especially egregious when people from one culture consider a foreigner rude and impolite, and start shunning him, because he does not conform to the same cultural politeness norms as the locals. It's rather unreasonable to expect everybody to have the same concepts of social norms as them. Having such expectations is, in fact, disrespectful in a way: There is no respect and understanding to the differences between cultures.
Finnish people in particular often have problems with this. The politeness expectations in Finland are quite reserved compared to many other countries. If, for example, a cashier greets you, you are expected to greet back, and after a meal (if you didn't make it yourself) you are expected to thank the person who made it (mostly as a matter of protocol than anything else), and if you want to get the attention of a stranger you are expected to say (the Finnish equivalent of) "excuse me" rather than "hey you", and other similar things, but otherwise Finns usually don't litter their everyday speech with politeness and formalities, not even when speaking with strangers, except perhaps in extremely formal situations (such as when directly addressing the President of Finland or something along those lines).
It may be quite telling that there is no Finnish word for "please". (If a request is done politely, it can be formulated with more polite forms, such as the Finnish equivalents of "would you" and "if you would be so kind", but there simply is no word that means "please".)
Unlike in many other cultures, it is normal to address even strangers quite informally and, unlike for example in many parts of the United States, to seldom address them by name. In these parts of the United States, this behavior in particular can sometimes be considered rude. There it is a norm to mention the name of the person you are addressing, and avoiding it can be seen as quite rude and thoughtless.
Many a Finn has found out the hard way that what is the cultural norm in Finland with respect to politeness is quite a lot lower than the equivalent norms in many other countries. In many other countries, for example the United States, speech is often abundant in polite forms such as "would you", "please", "sir", "if you'd be so kind", using the name of the person you are talking to, and so on, even when the people know each other very well. Someone not doing so might be considered dislikeable and be shunned.
In Finland it would feel strange to litter speech so abundantly with pleasantries and politeness, especially among friends. Not that it would be completely outlandish, but it's just not the norm. It would certainly be peculiar.
The thing I find a bit annoying is when politeness expectations are put on Finns (or in general on any people from another culture) without taking into consideration that they are, actually, from another culture and things might be different there. If a person from another country doesn't litter their speech with pleasantries, it doesn't necessarily mean that they are being rude and impolite, and assuming so is unreasonable and unfair.
Cultures are different, and people should understand that.