"The proper response to a huffy farewell is to not dignify it with a response."
That method works sometimes, but a dedicated flounce-llama will just come back and repeat the performance with the drama and volume turned up a level. The third or fourth time they do this tends to cause damage to the furniture...
My method lets them know that you are aware of their departure and think it's a Good Thing. It may even get them laughed at and flounce-llamas hate that.