you're not being rude
the point of cycling is to move out villagers as quickly as possible, whether it's to move them into your own town(s) or to sell them. it's a good way to make extra IGB/TBT and meet lots of new villagers as well. just keep in mind that you don't HAVE to make a cycling thread if you don't want to or don't feel like it's worth it! many people have cycling towns just for themselves or to sell villagers from every once in awhile.
the same way you would even if you weren't keeping certain villagers -- you'll have to change your boxes day. I don't try to keep specific villagers in my cycling towns because it's so easy to lose them, but since changing your boxes day simply means breaking the cycle and TT'ing day by day until you get a ping and can restart the foolproof method, there's no reason why this wouldn't work regardless of if you're trying to keep anyone. just make sure the ping you get isn't from anyone you want to stay.