There have been times when I would have definitely been willing to pay extra for express delivery of an item purchased at auction. This could be based on either a percentage of the value of the item purchased or a set fee similar to the express delivery for items we put in the mail for someone.
For instance, today I was out doing my bean planting quest so I had tree poison with me (cause there ain't no patches, ever). Unfortunately, when I went to harvest some gas from a tree, I clicked on the poison inadvertently. I immediately went to the auctions and bought antidote. Sadly, by the time my frog finally appeared, the tree was already dead. Of course I did replant it, but had to use a Spice bean because that was all I had.