Hi J,
A response to an acknowledged message is a message packet like any other packet, hence it is subject to the same interference and reliability issues as any wireless communication in your system. As such, it is very possible that a packet will be successfully transmitted, only to have the acknowledge response fail.
This may cause an ambiguity in your system, if your system relies on acknowledged message packets to advance a state machine. For this reason please do not rely on the success or failure of an acknowledged message to advance state machines in your system.
For an example of the proper way to handle state machines in a wireless system such as ANT, please have a look at the ANT-FS Technical Specification, available in the ANT+ Member Zone.
Regards,
Sebastian