As a fan, I’m grateful for a response, even if it’s just a thank you. Call it good manners, call it courtesy, call it whatever. It lets me know the author saw my review and appreciated my time to acknowledge their work.
And as a writer, I always reply to feedback left on my stories.
Does it bother me when an author doesn’t respond? No, not really, but the next time they write a story, I might not bother to leave a review.
And to be quite honest, I don’t comment on many stories, because how many times can a person write, “Good story; I enjoyed it very much,” without sounding condescending? Unless the story really touched me, or was incredibly well written, or had something a little extra then what I've read in most stories, there's not much to say. However, when I do leave a review or comment I like to be acknowledged.
Getting off my soap box now. . .