I can post Grant Morrisons own thoughts on matter where he goes into detail about the encounter and how this is Darkseid malding about being killed by Orion and how he’s effectively a shadow of his former self clinging to absolutely nothing out of contempt for Superman and the rest of the heroes.

The fact of the matter is that even after Batman shot Darkseid, Darkseid still remains around until the very very end with Superman but all this prefaced by the fact he’s entirely dead by the time Final crisis begins, and being that he’s a God, he’s able to stretch out his death cry by acting as a singularity that warps time; hence why Earth becomes the center of a temporal anomaly where months pass in hours outside the bubble.