Yes, it is annoying. I know I had a couple of auctions slip thru my fingers that way. Buh. =|
The other week I put a very HTF videogame up for sale, along with some games that I knew I wouldn't even be able to give away, lol.. Ahem.. I put the auction up for a VERY low starting bid.. Not because I didn't know the going-rate for the game, but because I just wanted to let it ride. I got 6-7 offers to end the auction early, I refused them all.. I think others thought that I took the auction down to sell the game off-site, but no. I just found some more crap games to get rid of and added them, too. (Gotta love buying games in lots)
I had to put in the auction description not to bother messaging me about ending the auction early. Oddly enough, even tho the games were previous rentals and not complete, I got close to the going rate of the HTF game NM. =3
I just wish sellers were more aware, or at least make it a point to let auctions ride and not accept private offers. That alone should give people a heads-up that there's something to what they're selling.. Even if there are no bids.. *sigh*