Haji is a title in Islam for one who has completed the pilgrimage to Mecca (a rite known as Haj), as dictated by Islamic faith.
It is most commonly used in an ironic manner toward Muslims who have not completed Haj, and has expanded to a general derogatory term for Arabs.
However the title is an honor to those who have completed Haj, and is not restricted to any single ethnicity.
Afghans typically cannot afford to make the pilgrimage west to Mecca, and are particularly insulted to be called "Haji".
Muslims in eastern Europe may be offended by to be called "Haji", since many erroneously consider all Muslims to be Arabs.