EU IP and Botting on US Realm (or vice versa) Can be interesting for goldprice difference... Would this be like the Bull's red flag for Blizzard?
Long as you are prepared for american GM's who seem much more keen than euro GM's to ban. There is after all a reason why the gold price is so different. If your still keen then make it look believable and have a "story" in place when a GM questions you about it.
Demand is high and made worse because US GM's ban rate is a lot higher on suspect accounts especially SoR ones. So he's partly right, after all things are adjusted to both supply and demand.