Sometimes I will respond with a NH or GG etc... But, in general, I try not to use the chat box, and keep it open to see who's winning- and with what hands; if i happen to miss one...
I used to keep my chat muted or blocked, and have blocked certain vulgar players at times. Everyone has an edge in poker, and there are some players, where chatting, is part of their edge. This isn't really my style or forte, however, if a player is chatting, then I definitely find that reading what they have to say to be beneficial and "free information" about the player- telling you more about their state-of-mind, and increasing your odds of winning against them.
So, even if i respond with something as simple as "NH" will change and create a "table image" that will tell others that I'm paying attention and alert, which may or may not be something that you may want them to know.
But definitely not mandatory! haha. As humans, our natural inclination (for most people) is to respond when talked to - verbally or in chat. So sometimes it may feel like we need to say something or have to say something, or respond, but we absolutely do not have to.
Personally, I've found it more beneficial not to respond or engage in any way, because then I'm not giving away any "free information".
It helps me to block or mute chat, but then i might be missing out on some information that may lead to a double up.