"What are you?"

Lindsay • Enjoying every second of our beautiful baby girl
Why do some people get offended when asked what their ethnicity is, what are they mixed with, where are they from, etc?
Just to clarify, I chose the title to get people's attention and wouldn't actually phrase the question this way. I'm not asking for myself either, just in general because I have heard more than once of people becoming frustrated when questioned about their ethnicity. It's a little different but my dad has a British accent and gets annoyed when people ask him where he's from, which I never understood.