I always upvote comments and replies, when I notice them. If the user I'm chatting with will upvote my comments, that's great! If they don't, I still upvote their comments anyway.
The thing is, some users are newer to the site, and they aren't familiar with site etiquette. You have to give them time. And then there's the balance of 1) trying to enlighten them, and 2) trying not to seem like you're begging them for upvotes. It's a tricky situation at times.