I can ad an option to allow an ad owner to delete their regardless if there are bids on the ad or not but could cause some complaints if people bid on a listing/auction then the ad owner deletes the ad.
I don't see this as a problem, untill a deal is struck to seller is in control, and if they decide for whatever reason that they no longer wish to sell or offer whatever it is the put in the ad that is their decison.
From my viewpoint the key issue is reduced maintenance burden for me, just don't have the time to be pruning the adds on a periodic basis.