Apparently they were, "Last words are for fools who haven't said enough." But I can't find a single reliable source for this anywhere. None of the sources that Wikipedia cites are primary sources, and none of them cite a primary source either. I'm pretty sure that this quote is made up, but I wanted to see if anyone of you could figure out where it come from.
I just checked Google Books, and it appears that the first attribution of those words to Marx comes from a (fictional) romance novel whose protagonist is one of Marx's daughters.