Does anyone ever check the feedback of buyers who claim items aren't received?

And wonder...?

This particular buyer with an unreceived item has left lots of positive feedback left for sellers along the lines of 'very understanding' and 'good refunded me'. It makes me feel awfully suspicious xD

Would you guys generally regard that kind of feedback as a danger flag? Or is my cynicism getting to me 

(I'll be refunding as it was a letter but just curious to hear what other people have to say)