Mother Nature's plan is for the Gobbler to gobble and strut to attract the hens to him... As hunters, we are trying to reverse that process by sounding like a hen (a stubborn one, at that) that calls to "advertise" her location. We hope a gobbler will come looking - and come far enough, but sometimes the gobbler will get to a point where they think they've shown themselves enough to "win" the attraction of the hen. He gobbles, he struts...and when no hen comes to him - he leaves.
Strategy wise for the hunter, decoys can be used so the gobbler gets a visual on the hen and continues closer to show off for her - or- you can try the silent approach and make the gobbler "hunt" some more for the hen he heard calling. It becomes a "stale mate" of sorts when he won't come closer, and you obviously can't get closer. Sometimes letting him walk off and you making a move can bring him in again, other times... they win. Rest assured, if that bird answered you and he was close enough for you to see him - he knew exactly where "she" should have been.