In a country where you can't show a female nipple on broadcast TV for fear it will scandalize the public's delicate minds, it's still an insult to be called a prude. It paints a picture of an uptight, obnoxious person who insists that even possessing genitals is only for those who lack both shame and class.
But if you were to hop in a time machine and burn rubber back to Old France, you could call a woman a prude and you'd actually be paying her a compliment. The word made its way to English from the French prudefemme, meaning a brave, virtuous, or proud woman. If you're just now noticing that "prude" and "proud" look awfully similar, that's because they once shared a similar meaning. They're dictionary friends!
But the word had a rough trip across the English Channel. While it arrived in early-18th-century England all starry-eyed and retaining the gist of its original meaning, it didn't take long for dudes in fancy knee breeches to turn it into an insult. Soon, a prude was a woman who was afraid of being seduced. And then it was an older woman who (knowing that the cobwebs dangling from her funbits made seduction unlikely) became overly pious. And finally it meant a woman who most definitely wanted the D but pretended not to for the sake of appearances.
"No D for me, thanks!"