Sure, it sucks that you don't get a reply, but take into consideration every other little piece of fan mail they get... from all over the world, every state in the US. E-Mails, letters, etc. It's impossible to play, practice, work out, spend time with your family, have a life, and keep up with all that. It's absured to expect a reply, honestly.
My guess, for most of the athletes out there, most of everything you get back isn't even directed to you anyway. They write one little letter saying something like "thanks for your interest, keep supporting the team, etc." and send that same letter back to everyone that sends in.