I am the same - I would find it rude to be asked for something without a please. I assume it was common courtesy.Even my manager at work say please when he tells me to do something.
I'm foreign and in my home country you would never dream of addressing someone you just met by their first name - especially at work. You'd address then with Mrs John for instance.
However I have adapted to Australia's manners and I'm not anymore offended when someone at the shop ask me about my day
ETA : To clarify my point, I am saying that kids will pick up what manners are socially acceptable through school and socialising without necessarily being taught those manners.