A cross Realm AH would be a gold sellers wet dream. They could jack accounts, strip em, and sell them over MULTIPLE servers through that style of AH to meet the gold needs on any server. Also, people would not pay to transfer realms to adjust to a new/better AH. Also, if Multiple realms shared the AH, the prices would go through the basement as everyone would be competing for price. People who make alot of money in the AH would hate to see the CRZAH competition.