These are by no means rules - just conventions that have evolved over the years of folx doing packet. Some of us at FARPN are known to scoff at convention, so no one here is going to give you a hard time if you do you. We just wanted to let you know what you might encounter out there in the wild!
In no particular order…
If someone connects to your BBS via HF and leaves a message, convention is to connect via HF to their BBS and leave a return message directly on their system. Folx that have been at this a while don't expect instant replies - its much more like snail mail than it is like text messages.
Convention is that on 20m meters people chat, do Keyboard to Keyboard (K2K), connect and leave messages etc. and on 40m is where you do over the air mail forwarding. There is no hard and fast rule on this, but “some people” might get cranky if they see automatic forwarding on 20m, or K2K chats on 40m.