Menus With No Pricing

On occasion my wife and I end up at a restaurant with no pricing listed on the menu. I always ask how much a certain entree of interest is, etc., and she gets quite embarrassed.

Is it rude or inappropriate to do this?

My wife's argument is that if we are in a restaurant with a menu with no pricing, I shouldn't have to ask, or else we just shouldn't be at that restaurant.

My argument is that it's my money and if I feel a dish is overpriced, I should have the option to choose something else.

Thoughts?

Thanks for your input/comments.