So, it only happens occasionally (at least that I can verify, since sometimes requests take longer to happen than I can wait), but about 3 or 4 times in the last couple of months, I've had requests that drop off without the song ever playing and I'm out my "1 request for the day".
For example - today at around 12/12:30pm Pacific I requested "I Belong to You" from Aesthetic Perfection. But within now it's 1:15pm and the request has vanished from my "queue" without ever playing.
I haven't left my computer this whole time (I'm illicitly listening from work and haven't left my desk) and I can see the last 5 songs that have played... no sign of my requested song.
I'm not sure if this is a known issue or not. It is a little frustrating, as I only get one request a day, and sometimes my requests just end up playing after I do have to leave my desk. So to have it disappear entirely just compounds the issue.