Speaking from my own experience, it seems to be a matter of timing. If your application is submitted at a time when they don't need shoppers in your area, you might not hear back. I believe I filled out an application twice, but my first contact with the company, was through an outside scheduler looking for shoppers for a particular type of shop, which is actually NOT listed on the Coyle site.
I applied for the shop through the scheduler, and let her know that my application was on file with Coyle. After completing that shop, I got an email from Coyle directly, welcoming me to the company, and the website address they supplied was different than the one I used to access the other shop.
Again, I'm just speaking from my own experience, but I got the impression that my acceptance to the "real" Coyle was based on my performance from that first shop. I've only completed one additional shop for them thus far. Yes, it was involved, but the training they offer is great, as is the feedback. Just be prepared to really "sing for your supper"! That said, high expectations are definitely warranted, with the type of clients they have.
There are a few other threads about Coyle here, with some good information.