I have had that happen, as well, but I have learned to just let it slide and not let it bother me.
Worse, I have had people order custom-made items (colors, type of beads, etc.) and after I make the item and prepare a reserved listing, the listing is never purchased and I never hear from them again. The items were not made in special sizes and I had all the materials at hand so, ultimately, I just listed them as a regular item, but still. In this case, yes, it does bother me. After the listing has been up for seven days (my limit), I sent the prospective customer a message saying that obviously they changed their mind and I am going to list the item to the public, but I appreciate their interest and they are welcome to visit my shop any time.
When the custom order requires that I purchase supplies, or is a special size, etc., I do charge in advance and do not start making the item until after the customer pays for the it.