The same thing happened to me last year on a different board, which kind of jaded me to Secret Santa swaps, at least with people that I don't know. It sucked, because I spent a lot of time/effort/money sending them their gift, and they didn't send anything! They didn't even say thanks until I PMed them asking about it! This was a swap without a price limit, too, and they wanted indestructable toys for their big dogs... so I got a bunch of Kongs & really high quality toys/chews that were expensive & I special ordered stuff.
rahhhh I'm done ranting. I would totally forgive some one who told me ahead of time not to expect anything for a legit reason, though. The important part is that you did the right thing and made some one really happy!