lol that's so funny, but it works!
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I'm pretty sure that when you buy everything on someone's retainer it will stay there until the owner comes and interacts with the retainer. If they fail to list any items it will disappear. This happens more often than you'd think as people might just want to unload their inventory onto the retainer and collect any gil, not checking to see if every item has sold.
I could easily be wrong, but I've definitely bought 10 stacks of things from a single retainer to hand in for GC Supply quests and the retainer is still there after I'm done communicating with it. Maybe this was changed post-merge.
I just read this after I posted above and I had the same thing happen to me. It was late and I was ready to log off so I stopped by my retainers and emptied items/checked for gil (but didnt check if everything had sold etc). When I logged in the next day one of my retainers was gone, which was a disaster since the wards were obviously full.
It may seem like it disappeared, but I'm pretty sure it lets you interact with it one last time, giving you a chance to refill the bazaar. It's likely you don't check it though and later realize it's gone.