Can someone say the Holy Spirit never approached them?
No. The Holy Spirit is omnipresent and approaches every soul; He does not miss anyone. Every person who comes to saving knowledge has their understanding opened by the Spirit's work. No one will stand before the Great White Throne and say they never had a chance.
Les explains that before the Jewish lady in Philippi could comprehend the Gospel, the Lord had to open her heart through the person of the Holy Spirit, and that has never changed. Every person who comes to a saving knowledge of the Gospel must have their understanding opened by a work of the Holy Spirit, which is there for everyone. So no one can ever say the Holy Spirit never approached them. Les emphasizes that the Holy Spirit is omnipresent, everywhere, and does not miss a soul. He also points to John 1:9, where the true Light lights every man coming into the world, which happens through the omnipresent work of the Holy Spirit. Finally, Les notes that no one will stand before the Great White Throne and say they never had a chance, because the Bible says they won't.