Cancellations are a shitty part of the service industry. That said, you never made an appointment so there was no cancellation. He was right to tell you up front about his 10% deposit requirement. You politely declined and that should have been the end of it.
Until the industry moves toward a "deposit required" culture, I would be hard pressed to ever give one - especially since I have had escorts cancel on me because they got a better offer elsewhere.