I used to, and I can definitely agree its polite to, but I really don't have the time at the moment (with my internet it doesn't take only a few seconds).
I also got really tired of repeating myself with the 'thank you' 'thanks so much for the watch' 'the watch is appreciated' - if they want to watch me then they can, and its their choice. I appreciate it, but I feel fake when I repeat myself constantly.
So I give llamas - its like a little nod that says 'yep, thanks for the watch'. Sure it can be a bit distanced, but I am here to post my art. I'm not being rude by dropping off a little llama and I feel better because I am not repeating myself. From there I check out their page, fave a few of their works (most of the time) and then if I like their stuff I watch them back. That's usually how it goes down.