I wouldn't be attending the cellar party either if it was on my anniversary. So, no I don't think you're being rude at all.

I didn't organise anything for my bridal party to meet each other beforehand. I only had 2 bridesmaids, one of them being my sister. She and the other bridesmaid met when we first went looking for dresses. I gave them each others contact details and they liaised with each other about all the other stuff. DH's brother was the best man. We didn't have any groomsmen.

I think some brides go all out and that is fine, it's their wedding, but like any other invitation you have the right to decline if you don't want to go. Don't feel bad about it. Like you say, there will be plenty of other people there.