Thank you for playing the game, and I am happy you liked it. I don't remember if it's when you have died 2-3 times you should have a possibility skip the shootout.
There should be a button saying "Please skip". I don't see any reason, it not would be there. But if you don't see the button, you can try to click the TAB key two times and then click enter, when you see the menu.
I have finally found the stupid bug. For some weird reason you have had to have saved the game to see the skip button. I will fix this bug in the next version of the game.