The gratuitous insult – how do you respond?

I have been asking a series of questions about self-sabotaging behaviors. The vast majority of the replies have been constructive and incredibly helpful. But there is one type of reply that is truly self-sabotaging and gives me pause – it involves a gratuitous insult. When I try to point out that the insult is counter to their interests the person tends to respond with more insults. In a recent exchange, when I asked for clarification of a response I received “If you don’t understand what I mean, then that is probably your problem.” When I pointed out that I found his reply mildly insulting I received “you think you know me enough to think that I am insulting you, which I am not” – as if to say “you don’t get to decide when you feel insulted, I do”. I would like to find a way to respond that adds value to their lives but haven’t so far. It is quite frustrating and maybe there is no way or it is not worth the effort. What are your suggestions?