I have been told previously that you would not get credit for a no-show, even though you get charged for the room. The hotel considers the charge a penalty rather than a charge for the room. I believe it is the check-out process that triggers the points be transferred to your account, and without a check-out, there is no transfer.
It might seem unfair, since you are paying for the room, but without this procedure, people could just hunt all over the country for some special low rate, book it and not show up and get credit. It could potentially tie up lots of rooms in a hotel with no guest. Since most guests spend additional money on other services while in the hotel, it could also cost the hotel a bundle.