It happens all the time joker1. About 30% of the buyers never even post,... it drives the sellers nuts too.
There's no rule against it.
I have no idea why people do it. I'd guess some think a direct IM will be faster, some think they don't have time, some turn around & resell the stuff & don't want to leave a trail to backtrack, and a few think that by not posting the three magic words somehow they're not obligated to buy it. But like I said, there's no rule against it ... so far.