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A poster on the official forums posed the question of why enchants were not allowed on the Auction House. Blizzard poster Nethaera responded.

We've addressed this idea in the past and as much as the Auction House is an automated system in which to buy and sell, we wanted enchantments to be more personal as if you are really working with someone on a one to one basis to get something special added to your equipment. We just don't want to change it to something less personal at this point in time.