I personally am not great at PMs so I never message first, but I think if I did and the member was elsewhere and not wanting to come to my room at that point, I'd rather they just not reply to the message. Given that MFC doesn't have a 'seen/opened' feature for PMs (and I hope they never do) I can continue in blissful ignorance of whether you were purposefully ignoring me or just not at your computer at that point or something. I often leave my browser tabs open after I'm done with them so I've occasionally come back to MFC to see that I had a message I didn't see earlier - if I were to message someone and not get a response, I'd keep myself happy assuming that was what happened.
Having said that, an acknowledgement at some point would be nice... whether it's in a PM back, MFC mail, chat, Snapchat, whatever, some sort of 'hey! Sorry I didn't reply earlier, I was busy/left my browser open/etc' will let me know that the message didn't go unnoticed in the end. I also feel like for me personally, this is the point where it'd be okay to say you were in another model's room - I don't expect any members to only visit me and I kind of like the idea of 'sharing' regulars haha, but like AmbersTroll said if I happen to be in a bad mood at that point and maybe I'm trying to see if any regulars are still interested, then immediately replying to my message with 'hey sorry I'm in xx's room right now' is a nice big splash of salt for my wounded self-esteem. On the other hand, say I sent that message at one point and you didn't reply, but then later I'm in chat and you come by and say 'hey sorry I didn't see your message earlier because I was in xx's room' it's the perfect opportunity to immediately kind of make up for it by chatting/tipping/etc. That way you haven't had to pretend that I'm the only model whose room you visit but we've all still had the interaction. Maybe that's just me but it's one way of looking at it