Most authors do seem to be okay when asked nicely, yes. Some haven't responded to the email, but I'd say that's not necessarily down to the request.

I have had one conversation with a reader who heatedly argued that it was rude, entitled and demanding to ask authors for the story in a single file or in any other format than what the author offers. But since authors are interested in having readers read their stories, too, and it's not just a case of readers importuning authors for their selfish reasons, I think that most authors will be glad to know how readers can best access their stories.