I'd have to say these 5 points are arguable and hardly valid,
1 Price histories does not determine what an item is going for, that's determined by anyone who wants to sell. perhaps you should do some research on economics/supply and demand. Like the price others are selling for? buy the item. Don't like the price others are selling for? don't buy it at the price. it's easy. if you don't want to spend the gil go farm yourself you like to be immersed right?
2 System is not perfect, if it was perfect not so many people would have complained/left the game for it. not to mention all the crashes >.>; I think the system is getting overloaded with too many retainers and processes having to deal with each and every retainer/player/item. This game was also meant for the "Casual" player who doesn't have time to go run around looking for stuff remember?
3 You'll have RMT no matter what system... you just don't notice it as much in this system yet because there's a lack of people playing to make any real profit, not to mention there's just so much gil you can get just from doing the guildleves. No players no RMT >.>;
4 as far as your immersion goes that's just your opinion and how it affects you... but not others. others may feel differently and if you didn't notice there were many who complained which meant that it affected them enough... and as you can see a lack of population its also affecting the game, i'm sure they left for other reasons too but i'm sure many left for this one. but hey if it works for you i'm happy for you. sure it puts in a bit of realism as far as real shopping and deal hunting but keep in mind we are here to roleplay and play in a fantasy world... >.>; if I wanted the frustation, didn't feel like being lazy and had all the time in the world to shop then this would be ok. Not everyone has the extra time they want to spend running around.
5 if SE wants this game to succeed they will have to put in some sort of one counter market system, not retainers. it doesn't have to be an Auction house, just a trading post withouth having to search for retainers, load retainers, and other time consuming issues. SE has already lost a lot of players they really can't afford to lose any more. They've already delayed other games and resources. Try to come up with a more valid reason eh.
I don't think the main reason people left this game due to the the market system but I bet it was one of the top reasons.