You can be a member of up to 5 guilds. So, what is to stop someone creating a guild specifically as an AH guild? Imagine you are a member of your normal pve or pvp guilds, but then you also join the "AH Guild". Word gets around that the "AH Guild" has thousands of members and so it becomes the best place to buy and sell your goods.
If the "AH Guild" becomes so huge and that makes it the best place to do business, no-one will bother to buy/sell in any other guild. So the game effectively now has an unofficial AH.
There must be something I'm missing that will stop this from happening. Guild member cap maybe? Maybe more members doesn't equal more profit?
Perhaps there would need to be 3 guilds like this; one for each faction but do you see my concern?