I think most people would definitely consider it rude, offensive and insulting to be told that their teaching style is dog shíte. Moreover, saying such is very unlikely to actually make him change the way he teaches, especially if that's been his approach for many years. Also, without knowing what the class is truly like myself I'd say that having a more structured style isn't necessarily a bad thing, it might not be best suited to you, but that doesn't always mean it's objectively bad...there may be other people that benefit greatly from a more structured approach than a discussion/conversation style. Again, without knowing the whole context myself it seems like you have more of a block and fear of exam formats and maybe you can do some work on trying to dismantle the anxiety you feel about that. Perhaps doing past papers or even just reading exam questions more often to familiarise yourself with the questions and style could help you to feel less trepidation.