You are absolutely right.It's pretty rude to say “给我...”.“给我”does not means to give to me in this sentence,here it means to do something for me,but in an very impolite way.It's usually used when ordering somebody.你给我出去 means as exactly same as 'fuck off'.Same phrases like 你给我去死/Go hell! 你给我开门/You fucking open the door!