A business communication is business, period. A certain degree of formality is required. Just because e-mail tends to be more immediate and personable, it doesn't need to get personal. If your correspondent uses your first name, then by all means use his. Many people do not want such immediate informality in a business situation, especially in the international arena.
Correspondents frequently try hard to be brief.
This is desirable, but business messages are usually longer than personal notes. It is important, also, to communicate - don't kill understanding with brevity. When replying, you will often be replying to only part of the received message. Save space by not returning the whole message, only the part to which you are replying. Short, plain sentences are easier for someone reading in a language other than their mother tongue.