Most sellers who are selling something desirable in an auction could well have come across this in a "Question from Ebay Member".

90% of the time the prospective buyer is asking this because they think if the auction runs its course it will end at a higher price than they want to pay. So they send this message in the hope that the seller will sell their item to them on the cheap, probably direct and not through Ebay. Not only is closing an auction to sell directly against Ebay rules but the seller will also lose any protection or comeback from Ebay as a result of a direct sale if they get scammed.

I never close early, all my auctions run their full course and this is mentioned in my auction T&C. However I still receive many of these enquiries each week on my more desirable or rare auctions. I do not remember any bidder who asked this while the auction was running actually ending up winning the auction, they usually end up well down the bidder list.