I usually don't chat myself when I play, unless my opponent starts talking to me first.
Chat
Some people chat, some don't. I don't think anybody necessarily means anything in particular by their choice one way or the other.
I'm happy to chat a bit during a game, but like you I found that most times people don't reply so I don't bother much anymore. One thing to consider is that if you play Chess.com on the phone, the chat is easily missed as the comment notification is hard to see and the chat function in the app is buggy. I wouldn't be surprised if many times people simply miss your comment.
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I find this game very fascinating, even though I'm not very good at it. The few games I've played in so far, no one answers back when I say hello. Does anyone ever chat while they're playing?