Random friend request, Okay that's fine.
Talk to random person
Have a short conversation with person
Ask why person added you (perfectly find question imo)
Person randomly goes offline
Has had this happen before, check steam profile.
Person has removed you
Now i have no problem with this, but if you're going to add somebody then removed them later why bother at all?
Edit: This isnt just because of one instance, it has happened to me several times.