The situation in the west is similar to in China, Elena Ann. Among family and close friends, people in the west don't tend to use politeness phrases like 'Please' and 'Thank you'. It would be very odd to say 'Please pass the salt' to your husband, wife, brother or sister at the family dining table. It might be misunderstood as sarcastic or impatient, and - as you say - be interpreted as rude. We'd be more likely to use a friendly, casual phrase like 'Pass the salt, will you?' and then respond with a simple 'Thanks.'
As Christina says, parents teach children to say 'Please' and 'Thank you' in order to train them to be polite and respectful in the outside world. This insistence on politeness isn't representative of family behaviour in general, and certainly not among adults.