Blizzard wants your account to be secure before you buy or sell.
The real-money Auction House soon to go live in Diablo III is a fascinating, though controversial, design decision. Players will be able to potentially turn profit out of nothing more than playing a computer game - and while there were dozens of black market item-buying sites for Diablo II, this is incorporated into the game itself. It'll be very interesting to see how it develops.
In order to maintain an actual economic ecosystem, though, Blizzard needs to have a secure environment free from item duping and account hacks - it's one thing to lose your fancy new sword, but it's another thing entirely to lose a fancy new sword you just paid $15 for. To that end, a post on the Battle.net forums says that players must attach a Battle.net Authenticator to their account before they can play in the RMT house.
This isn't exactly a harsh requirement, to be fair - the Mobile Authenticator app for most smartphones is downloadable for absolutely free. If you haven't upgraded to a smartphone yet, Blizzard also offers a little keyfob for $6.50.
I'm still of mixed minds about the whole RMAH in general, but this is really one of the most sensible things that Blizzard could have done. Frankly, I'm just waiting for the developer to start offering an authenticator free with every purchase, and simply making it mandatory to log into Battle.net. It'd cut hacks way down.