Honestly that's valid, but from the way OP is taiing it makes it seem like they're on console and so they don't have access to endgame chat.
You're not doing anything wrong, and there are multiple reasons why they may not reply:
They may have a block on their profile; they may feel acknowledged already, so feel there's no reply needed, they may be weird and somehow see your message as wanting to be friends (their problem, not yours), they may not understand (either language barrier, or not understanding "ty").
Basically, you're doing nothing wrong. Any interpretation issue is theirs alone.
Usually i get nothing. Or a gg ez.
I would not reply but I would smile about it.
To be honest I rarely response to strangers in online games. Most times this ends badly for me.
I also do not expect to get a "thank you" for giving hatch. Most people on console are not able to write and most people online just move on. I write "gg wp" or comment some actions when they were very good and then I move on.
So, for my part: Keep it up. It lights my mood. But do not expect me to write back.
To answer your question, no there is no rule to say you can’t/shouldn’t do this. On the other hand there is no rule someone has to respond to you.
I'm surprised it took this long into the thread for someone to say it.
I do not have messages disabled but plenty do just from the amount of crap that gets sent their way in this game. So it's likely they never even saw it.
Because I don't know how to respond
You're not doing anything wrong.
Personally i do not respond to anyone in this game anymore because im worried they are going to turn the conversation hostile.
I rarely respond if someone messages me.
Usually because when i play DBD i've had a long day at work and i just want to relax and chill. Replying to a message means i have to get off my arse and plug the keyboard in. I'll be damned if i reply back using a damn control pad! Playing killer is painful enough at the moment; let alone messages on controller!
In console games, I'd rather live in silence and the limited in-game communication we might have; it got me through Bloodborne (and some DS3 runs rather than the ones I did on PC). Unsolicited PM's tend to be unpleasant more often than not; the people going out of their way to contact you are generally really upset at something.