It's because the auction house design in CoH is terrible. Every mapserver that has a Wentworths or a Black Market on it on it not only gets a copy of the entire AH data when it starts up, but also gets updates every time somebody places or fills a bid. That generates a lot of internal traffic and puts strain on the dbserver, which acts as the middleman.
If you use the /ah command on a map that doesn't have an auction house, the first time you use it the entire AH database is immediately pulled down, and the map is added to the list to receive continuous updates.
That means that most of the city zones will eventually end up on the "has an auction house" list. That's bad enough as it is, but if you add in dozens or hundreds of base and mission maps, the extra overhead gets very heavy very fast, with lots of full transfers going on.
Unfortunately I don't remember who it was, but one of the devs confirmed to me firsthand that's why they disabled it on non-static maps.