Can a client receive a message but not acknowledge it?

 Yes, you can set the session to use Client Acknowledge or Auto Acknowledge. Client Acknowledge will automatically ack the message once the handelMessageEvent delegate completes (this is shown in the example AckMode = MessageAckMode.AutoAck), for client ack the client must explicitly ack each message. If the server does not receive an acknowledgement from the client it will attempt to redeliver the message until it is either acknowledged or expired.