Also can they tell that their message got marked as spam? If not, they may just think it was a server error or a speed issue and would re-post. I certainly would try twice if a message I posted does not show up and I receive no indication that it's gone to a moderation queue.
Funnily I got the email notification when he replied to me, but I couldn't see his post. I would like to see the spam filter ignoring posts from anyone who has posted at least 25 non-spam messages here.