Yes, this has happened to me many times. It get's annoying. Example of a good friend:
Friend [Whisper]: Hey, you busy?
Me [Whisper]: Oh yeah, sorry. Why?
Friend [Whisper]: I just wanted to see if you wanted to chill or RP a little.
Me [Whisper]: Oh sorry, maybe in a few more minutes. I am RPing in one of my RPs right now. Maybe tomorrow.
Friend [Whisper]: OK, I will be on. See you then!
I <3 that friend.. she's so kind... <3