Is this a valid "response" to a successful intimidation check?
Only Your GM Knows
Any response can be valid because your GM knows things that you and your PC don't. Maybe this NPC reacts like this when he's intimidated because of something that has happened to him in the past. In this case, the answer would be YES.
Maybe your GM did not foresee the successful intimidation of this NPC and he reacted poorly to not kill a crucial part of a plot. In this case, the answer would be NO.
Have you talked with your GM? If not, please do. Explain to him out of game that you found the NPC's reaction weird. Your GM will either say that they did not roleplay this part as well as they could or that the NPC's reaction is perfectly normal for reasons your PC wouldn't know.
EDIT: The comments made by @NathanS add a lot so I'm also including them here. The gist is that you have successfully intimidiated this NPC, but not all people react the same way to a feeling. As @NathanS said, the NPC may be insane or maybe he's trained to respond like this, etc. If you had rolled for an insight check you would have known that he's merely playing it cool.