I think its a very good question Sabrina asked and I was also curious what happened when we send a PM to someone who might have us on ignore. I thought it did send a message saying "not receiving PM's" when I tried this several months, but what I think happened is - there's the option to receive PM's from all members even if they're not on the friend list or a person can limit it to 'just friends'. So if I send a PM to a member who's not on their friend list and they have this setting...then a message will come up saying this member can't receive this PM. I assumed it was because I was on the members ignore list. BTW me and that member are now peaceful friends.
I do think it would be okay to at least have a simple message - not necessarily saying "you're on ignore" lol...that way the sender doesn't think they're going through.