I think just about everybody that works out wonders how other people do it, so why do you think this question makes people seem so uncomfortable?
It doesn't. I've never had anyone refuse to tell me how they train or say asking makes them uncomfortable.
Are you talking about pro athletes or "normal" people? Pro's are probably reluctant to give away any "secrets", or they train so varying that you really can't explain it in the lenght of a normal conversation. Your friends probably don't have a penciled down training plan, and don't have a clue about how they actually train. I find some of my training friend be the one who never shut up about diets, leg days etc. etc.