Especially with the huge load the Diablo III servers have currently during late afternoon/evening one usually does not want to disconnect as getting back in the game can take quite some time.
However, to auction items, I apparently have to leave the game. Is there a way to access the auction house without leaving the current game?
Best Answer
Unfortunately the Auction Houses are only accessible from the menus, not anywhere in the game via your character.
http://www.diablowiki.com/Auction_House
Edit: Blizzard has since confirmed that this is a deliberate design decision (Source).