I've been a member of this forum for about 6 months and am still trying to figure out the customs and courtesies. I've noticed that when someone posts a link to uploaded music, lots of people thank them for it. However, when someone requests a link and I respond, the same courtesy is not given. I don't even usually get a response from the requester, like the link worked or anything. Am I missing something? Do people answer requests by PM instead? The lack of common courtesy does not make me want to answer requests.

That doesn't really have much to do with the forum, more with the individual; there are those who state something along the lines of: "Thanks in advance" in the opening-post/request (so that they don't do it later), those who take the time to show gratitude to those who give them what they want and those who don't say anything.
If they don't say anything, you may assume that everything worked fine and the goodies were downloaded without issues, users tend to be rather vocal when links stop working, or there are issues with the archive(s).

Thanks, Leon Scott Kennedy. Good points. Typical human nature. Complain when there's a problem, but don't bother saying thank you when everything is fine.