When you receive a message from a potential buyer (lead) for your listing, it's super important to follow these best practices. Even still, sometime leads do not response. There are several reasons for this.
The most common reason is that your lead is shopping around and is interested in not only your listing, but others as well. If you do not get a response from your lead, it doesn't mean they were not interested when they messaged you. It most likely means they found another listing that fit their potential situation better.
Selling is very much a numbers game. The key to keeping the number of leads it takes to sell your listing low is by following this best practices guide.