To give a parting shot is to say something that may
offend or upset whoever is receiving that shot (which is why it's called a shot), and
abruptly leaving and / or cutting that person off (which is why it's called a parting shot). It's often used when someone wishes to be the winner of an argument and not receive any hurting comeback, so it is usually viewed as a
cowardly act.
Billy: You are such a dick to everyone, man!
John: How am I dick? You're just a pussy.
Billy: Oh? So now I'm a pussy, huh? You know what? FUCK YOU, FUCKING
SELF-LOVING PRICK!!!
John is typing something...
Bill has
logged out.
John: Lmao. Nice parting shot.