I don't think it more often than not refers to the devil though. I think that's more of a standard/school Irish thing previously found in more literary Irish.

I think it's more so considered rude among people who've learned Irish (as opposed to native speakers) because they've been taught to not use it so therefore it only has negative connotations.

A native speaker mightn't see there being any negative connotations because the word is perfectly innocent in their language community and has never been used in the spoken language in that way.

And as a side note, interestingly 'an fear dubh' when it is used, isn't the same as 'Satan' at all but has a much broader meaning.