It happened in one of my PBEM. I managed to stall my Axis opponent from taking Algiers in a very exciting close fought contest. Then my opponent stopping sending in turns and disappeared without a word.
That so far has been my biggest disappointment in PBEM. I like playing Allies and it is easy to find Axis opponents. Usually I am losing, sometimes very badly, but I am also learning along the way from some very good players. The Axis, with few exceptions, almost always do a maximum approach of swamping you early.
Unfortunately, the times I have weathered this, my Axis opponent - presumably because their high risk ploys failed and the "fun" part is over for them - head for the tall grass, never to be seen again. It sort of sours you on PBEM.
best find people to tango on the boards, that way, based on AARs and some such, you know what you're getting.