The song "Bye Bye Bye" by Shy FX tells the story of a person who is hesitant to give their heart to someone else because of past experiences with love and relationships. The lyrics speak to the fear of being hurt and the desire to avoid emotional exhaustion. The chorus emphasizes the need to say goodbye to toxic relationships and situations. The verse by Chronixx suggests that there is no love in a cold world and encourages finding inner strength and resilience. Overall, the song conveys a message of self-preservation and empowerment in the face of emotional vulnerability.