For the first time ever I had one of these Am Draft types (May sign if the deal is right) say the following in his followup to "is content with your offer but considering...":

"Donn has decided to forego baseball this season and is exploring other options. Keep him in mind in the future, though; you never know what might happen."

I had the setting at "Conservative" thinking anyone taken would eventually sign, although possibly at an inflated bonus.

Is this fairly common or worth a ticket?

A conservative approach allows for up to 1 player whose signability is questionable for the rounds that it covers.  If you use that for the first round, you leave the door open for a guy who won't sign.  If you want to make sure you draft someone that will definitely sign, you have to go very conservative.  No need for a ticket.

Also, re-offer.  He might sign.