So you could follow up a HTTP response for http://empty.website.with.no.other.files.to.request.com/ with a HTTP response containing malicious javacript. When the user then tries to view a different website (say their facebook page), they get 'served' your javascript that is now running under the context of the new site. Cookie stealing and other attacks could be run.

In practice it would be unlikely to happen. If the client doesn't read the 2nd request then it is likely to be sitting in a network buffer assigned to the first connection, which will probably be thrown away when it comes to open a connection to the new site.