Ah, I had not thought about the MMO* scene at all. A player-involved (or player based) economy makes it a far more complex problem. I agree that it is not necessarily any good there.
But let me re-phrase the question: why are there so few single player games that have an in-game store that has items for sale?
In a single player it would make a lot of sense IMHO. It adds a meaningful choice on how to spend your money. It adds realism to the buy-stuff-at-the-store experience. And it can even be used by the game designers to steer players towards certain kinds of items. For instance the 'on sale' mechanic could favor items that help in certain quests the player is currently ignoring.