I don't think that Alekhine's remarks were rude at all, although I did think that he might have gone for the A cup by injecting some humour, or giving himself a look in, at any rate.
There are solvers' puzzles and setters' puzzles. The best are both. For me, this one was firmly in the latter camp. As a setter, I hugely admire the construction, even though the idea has been used before. As a solver I found it rather tedious. Araucaria has said of Mr Magoo that "he seems to lose interest after construction of the grid" (quoted in Jonathan Crowther's "A-Z of Crosswords").
Incidentally, the Oxford Companion to Chess says of the original Alekhine, whose face stares out at us from Alekhine's avatar, that "although few admired his personal character all admired his chess genius" >:) See Ray Keene's chess column in this week's Spectator for an example.