Well the title isn't entirely correct. You have to link an authenticator to your Battle.Net account at one point to start using the RealMoney Auction house. But the trick is that you can delink it afterwards and still use the auction house. I sold several items after that and all went find through the audit.
This may not be a big deal for some people, but for me it is. Because almost all german ISPs forcibly disconnect you after 24h you have to re-authenticate yourself to Battle.Net every day, which does get a bit annoying after some days.