It makes me happy every time I receive a fan mail. Makes me feel appreciated. I usually try to leave a fan mail to let the Hubbers know that I have read and am really interested in their hubs. Otherwise, I will leave comments to some of their hubs, just to let them know that I do not follow blindly. I sometimes fail to leave fan mails though. There are some Hubbers whom I find really interesting (even if I have only read a single hub from them) and I don't want to be unable to find them later on, so I follow them right away. I also want to get to know them first before I leave them a fan mail. Hence, some Hubbers that I follow haven't received a fan mail from me.
So I think as long as you have somehow shown to Hubbers that you are sincerely interested in them, leaving a fan mail is not really that important.