-Bulletproof only half explains your uncooperative attitude. If you know you won't die, then sure you don't need to claim or share final thoughts.
However, if you are town, you should have claimed so I don't waste a kill. If you really believed I was an SK, then obviously I would listen to a bulletproof claim and I wouldn't care about who I shot.
-Bulletproof is NOT a town role that is better unclaimed. It gets revealed immediately anyway and revealing it early doesn't harm town in any way. The same is not true for scum, so perhaps you were just talking from your PoV without considering it from a town PoV.
-I find hp more likely to be a GF than SK. It makes his odd request for whether he should claim make a whole lot more sense.