“Not being cool enough to say where you are from” is a weird way for them to phrase it. If they’re British, they might be saying it ironically (I use the phrase “well, if you’re not cool enough…” as a reference to the old peer-pressure educational videos myself). Otherwise, they might be young, and clumsily trying to peer-pressure you, or old and out-of-touch enough to think that’s an effective way to get a young person to give up information.

So, three options. They’re either being ironic, clumsy, or creepy. No harm in playing safe and blocking them.