Most of the softwares out there give you an option to be a ‘for fun player’ or ‘for real money player’. If you choose ‘real money player’, then you ARE that no matter what. You may have the option of going back and playing for fun, but not always.
Anyway, yes, real money players often do not deposit. I don’t have any frequency numbers really… But on one of the casinos I represent I have about 20% real money players who haven’t deposited.
I don’t think it is all that uncommon.
kw