"It is not offensive to ask “where are you from?” if that is what you actually mean, and you accept the answers given.
What does bother people is if, after an answer of a domestic location, you follow with “no, where are you really from?”, indicating that you do not believe that the person is from the same country, or you are really asking “what is your ethnic ancestry?”."
I can’t imagine anybody dismissing ones original answer, and continuing to question. That would be extremely rude, and I would be compelled to come up with something very sarcastic…like, well, originally Adam met Eve, or I evolved from apes.