In Donnie Brasco (1997), Lefty says to Donnie:
I'm always right. A wise guy's always right. Even when he's wrong, he's right.
This line is strangely close to this Scarface line
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This is a pretty common expression, it merely states that whatever you might say there is no point in getting into a discussion about the subject.
The "wise guy" either won't listen, will not entertain the idea that he's wrong, or that you run the risk of being smacked down hard because you were right and he doesn't like being told that he was wrong.