I agree and I've done that.
To be clear, it's different if you are contacted and then don't respond in a timely manner - as it's expected the contest organizers would move on to a different entrant. However, if they are still advertising that you won and you haven't actually won anything - then that would lead folks to believe that there are actual winners in these contests - when in fact, there are not.
At the very least, there should be a disclaimer stating that prizes have not actually been awarded.