Hmm, I think sometimes people are like this because your and their personalities don't mix? People can sometimes put up a front when you initially meet them (and perhaps appear super friendly), then as you get to know them, either you or they realize that you both have less in common than you both initially thought. I think that if that's the case, then you shouldn't ignore the person who you don't mesh well with, and at least say via tell or a letter that you can't be friends. I believe that's kinder than stringing someone along.
But really, if someone's been treating you that way then they aren't worth keeping around as a friend. I think a lot of people like the idea of making genuine friends in MMO's, but honestly, I believe that unless you connect with the person on a deeper level, then you're more than likely just acquaintances.
Perhaps the first time they're just busy. Especially if you're messaging, say, a popular roleplayer. I'd try maybe 2-3 times. After that, it quickly becomes apparent that they don't want to talk to you. I wouldn't be discouraged though. It takes work to get good friends, but an online game renders the search particularly difficult. You have people playing the game, roleplaying in the game, and doing AFK things. This naturally makes people distracted and stalls their replies.
I think even with all of that going on that it's still a great platform for potential friendships *IF* you have things in common OOC that makes the friendship more solid.