It's just way too much of a hassle with the convoluted inventory UI, it's far easier to just return fire and kill them instead. That's why I said it's probably just a gimmick message rather than something you're supposed to comply to.
That's your opinion. Fine.
But calling up the right panel and dropping some cargo isn't any more hassle than turning towards the pirate, selecting the target, assessing whether this one is worth fighting or running from and then executing either.
This "gimmick" allows me to safely mine within hazardous extraction sites in awfully under equipped ships, without risking anything I haven't just recently refined.