I think that this decision should be left to the discretion of the seller. They would need to indicate whether they are willing to transfer from one server to another or not. I have already seen some cross-server auctions that specify that the buyer is responsible for picking up the Pokémon. I think it is fair; I do not see it as a punishment. If the buyer really wants a Pokémon, they should be willing to transfer to the appropriate server to proceed with the trade, regardless of how high or low their offer is. No one is forcing them to bid. This also ensures that the seller gets the most out of a cross-server auction without getting punished in the process, by making their Pokémon available to people from both servers (as opposed to only one), thus theoretically increasing their chances of obtaining a higher final bid.
However, if the seller volunteers to transfer to another server, they are welcome to do so, as long as they mention that information at the start of their auction. It should be clearly stated in the initial post whether the buyer or the seller (not either or both) is responsible for picking up the Pokémon. This is mostly to avoid too many exceptions to the rule, as well as any potential confusion.
I read some concerns about Gold server's economy being negatively impacted by cross-server trades. Those trades will continue to happen as long as they are allowed. If anything, the server transfer fee discourages cross-server trading. The trade rules should have the seller's best interests at heart, which is why I believe that they should be allowed to choose who is responsible for picking up the Pokémon. Ultimately, sellers who are interested in cross-server trades want to maximize their potential gain by trying to find a higher bidder in another server, so they should not be punished by being forced to transfer to another server if they do not wish to. If the buyer wants something from another server, they should be prepared to pay the extra cost, because we do not have a cost-free, cross-server trade system (yet). The free server transfer does not count as cost-free because you have to remain in the other server for a whole month unless you are willing to pay to transfer back again.