Well, I tend to mention when I followed someone. But that does not mean I expect a follow in return. It could be that you are just not interested in the topics I blog about and thats fine, we all have different reasons for being on Steemit.
I actually appreciate when people note me about following, I like to at least have a quick look at their blogs. When people like my ideas and topics, chances are that I like their topics as well.
I dont get why steemdb and steemit itself dont notify about new followers. checking steem.makerwannabe all the time is a pain. Ofc I highly appreciate @shaunmza for at least giving us the tool, but it is yet another extra stat site I got to check.
Oh, I think it's perfectly fine to tell someone when you've followed them. I'll usually do that down the road in a conversation... but that's just me. I'm really not trying to beg people to follow me at all but I know that I appreciate it when people tell me they're following me :D