Why does my Malus "Pink Glow" not produce any fruit?

Not warm enough when it flowered for the bees to be around? Or too dry so it dropped all the fruitlets?

Once maybe, but 4 seasons in succession? The blossom seems to blow away within about a week.
I had a "John Downey" on my allotment for several years ago that was always loaded with fruit, this one is in front of the house and my husband is threatening to dig it up if it fails next season!!!

I don't know about this particular cultivar, but its certainly the case that some fruit much better than others - perhaps you have one that doesn't fruit that well - though I'm willing to bet that wasn't what you were told when you bought it. I'm with your husband on this one - give it next year, make sure its not very dry immediately after flowering, and see what happens.

That particular crab apple is seen as a good alternative to John Downey... if your JD did well in your allotment is the soil different in your garden? Is it possibly in a wind tunnel?

you could also try your hand at self pollination to be sure.