A civil if irritated "untrue!" and turning away, would be the comment in order. Hot words kindle hot feelings in yourself as well as in the hearer, and Cheney does not need that for his health.
The man endures a tremendous amount for us. He doesn't let his blood boil too often, that would be bad for his blood pressure. But a pressure release is good for his heart once in a while...lets some of the tension out.