More than likely, it means that they've blocked you. I know this because I've been trying to add someone who ran a giveaway that I won a couple of days ago, but they refuse to add me.
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I don't know, could be the blocking part, but also Steam bugging out. As I have recently experienced it a lot that someones added me, I accept, and then the person is listed as invited (while they added me in the first place). After a restart of Steam the friends list is as it should, and I can also send messages while they are 'pending acceptation'.
Not sure if this has anything to do at all with your problem, but just thought I'd mention it as Steam doesn't always work the way it should I suppose. :)
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What if you go to add a friend on steam but when you add them and then go to your friend list they do not appear there. As pending or added.
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