If you were genuine about wanting to sell a player you could list him at $1 and market forces will push the transfer value to what he is worth.
Tthat doesn't always work. Right after the draft (a week later) I put up an 18 year old with 4k+ salary and superstar potential for 1k. A few minutes before the deadline he was on 20k. There is no way that is the market value for such a player so I was forced to buy him back.
But as for the suggestion, I like it. However, I have seen players put on the TL for something like 15 million, now I am assuming that they either made a mistake and put on an extra zero, or they are just letting people see the stats of the player. Either way this suggestion would cause this too be severely punished I think. If you are trying to sell a player that for 1 million, and accidentally set the price to 10 million then it just cost you 100k in tax fees as it won't sell. I suppose this would make people take more care, but that is the only 2 reasons I can think of to not have this.
Actually just thought of another, managers will be less inclined to put players on sale during off peak hours as there is less chance they will be sold and more chance of them getting taxed, and you could argue they could put the transfer price lower and it will sell, but chances are it is already going to sell for lower as it is during off peak hours.