If someone with a southern accent says to you, "bless your heart," it's not a compliment
Kind of like if you're in the south and someone from the south says, "you're not from around here, are you," you might want to consider leaving the immediate vicinity. That's not a compliment or benign curiosity about your lineage.
However, if you're in the south and someone who isn't from here asks, "you're not from around here, are you," it likely IS a compliment, or at least an invitation for conversation.