Is it rude to elope for our wedding?

Don't know about the Korean traditions but I don't think it is rude. Marriage is only about you and your husband-to-be. Really the ceremony and reception is just a show and can be very exhausting. If you don't want to do it, then don't. You save a ton of money and stress by just eloping. Maybe you could just have a casual party when you get back to celebrate your marriage, something fun and laid back.