xob - you know, I'm not really sure. I think it's because they want to have as many transactions/ feedbacks as possible, and they wouldn't get that if they sold something directly to someone.
Just a guess.
edit to add - it's probably something to do with this (from the ebay site's list of prohibited practices for sellers):
Outside-of-eBay Offer - Offering the opportunity through eBay to purchase the item or other merchandise outside-of-eBay. The eBay item page may not refer to or promote the seller's individual Web site (including home page URLs which directly or indirectly promote an outside-of-eBay website), sales outside of eBay, or other businesses. However, sellers may include links to their eBay Store and eBay Store items, provided that those links are not URL redirects. Please see the complete Offers to Buy or Sell Outside of eBay policy.
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