It's not effective, and comes across as smart-alecky or still avoidant enough that they'll continue bothering you because you can't confront the issue directly.
It's all about being assertive, but sadly most people either are incapable of assertion and simply resort to passiveness, aggression, or passive-aggression, or even people who are assertive are mistaken for aggressive/telling the other person what to do (a key starter for conflict).