I agree, it’s nice to ask somebody about their boundaries, and it can really make them feel more comfortable.
However, I do consider it the other person’s responsibility to establish the boundaries and uphold them; if I call them something they dislike, I’d hope they’d feel comfortable enough to tell me (in a kind way). That’s the kind of friendship I’d want anyways. And if I purposefully ignore that request or argue it, I think it’s very fair for that person to be more stern in communicating their boundary. In this case, “I don’t care that you use it as gender-neutral, I don’t want to be called ‘dude’.”
Good friends/people would respect your wishes, though. It’s your identity, at the end of the day.