I'm not sure how practical it is, but it would be nice to have the option to get the outbid notice in either chat or mail. I'd personally prefer having it in chat, but others may be in more talkative guilds, or listen to /1 and /2 and thus be likely to miss the chat message.
I don't want to add another preference, let's just do it right in a way that works for everyone.
Maybe you get the mail, but it says "the crowns were returned directly because you were online" in the body.
We already get the notice "have received mail" in chat. Could that notice be amended to, say:
"You have received mail from the auction house (outbid notice)!"
Equally, the mail notice could just be "Look in your pocket; your money came home already!"