This may be culture specific but I wouldn't consider the cold shoulder response to be impolite.
But I would certainly find it acceptable to respond rudely to rudeness. Tit for tat.
On the other hand, last night I was talking to a cop. He said that, in dealing with unruly people, you have to use swear words if you want to get through to them. It's the language that they understand.
So there may be a place where rudeness is the only thing that will work. It's probably not every time I'm rude, though...
But responding rudely to rudeness is not about it feeling good. Most people don't enjoy being rude, which is why we avoid it. But sometimes it's necessary in order for the other person to understand that this is not acceptable behavior. Otherwise, they will continue to be rude both to you and others.