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We've never attempted to close an auction off-site. Instead, we just provide a link to the web site so bidders can come and learn more about the products. What ends up happening is that they bid and buy on the eBay item, and then return later to buy additional non-auction items.
I think in the big picture, eBay will be shooting themselves in the foot. There are a lot of companies like my client that run auctions at break even prices, or even at a loss, because of the benefit of the extra traffic. If they take that away, I think they will loose more money than they gain.