I generally find it... rude(?) to give advice in a competitive setting such as this, though obviously that doesn't justify any kind of mean-spirited response.
Surprising. I always like it when someone gives me constructive criticism for my play, even during a game.
It depends. If it something that is obviously a mistake, like what appears that it must be a rules misunderstanding (e.g. playing tactician with no cards to discard), or of course if it is solicited advice, then it's not a problem at all. And actually, I am thinking mostly of myself being on the giving - I hardly ever do, because I assume that they know what they are doing, and though it looks strange and wrong to me, I assume that they actually just think it is the right play. Certainly in the case that the OP is giving, I would take the implicit message to be "Your strategy is bad", which is not really a message I am going to send to my opponent unsolicited in a strategy game, except through the play. Indeed, sometimes I'm just the one who's wrong...
Also, I don't at all mind people asking for advice, but I don't like when they feel entitled to it (and get indignant when I, their opponent, refuse to help them whilst competing against them).