Years ago in my WoW days I use to get a lot of RMT spam too. Then in one patch a system was implemented where after receiving spam you follow these steps:

1) Right-click their name and select "Report Spam"
2) ???
3) Profit.

That's it. The report spam feature delivered all the information the GMs needed to investigate the matter. And if at least 5 people reported someone for spam, then that person was prevented from using the chat stream on every character until an investigation happened.

This system worked. The number of RMT spam I received afterwards went to almost 0% -- It didn't eliminate them entirely but the difference in frequency was huge. So I'm seriously asking, why can't we have a feature like this?