Gunbroker is not cheated out of their fee if the item failed to sell.
They are once you complete the transaction outside their site they are. I love questions like this. If you believe you are up and up doing this why the need to ask? Clearly you understand the gray area you are working in or else you would not have asked. IMHO
Read the site rules and you will see that what you are proposing is again the rule of GB.
http://www.gunbroker.com/User/SiteRules.aspx
3. Fee Avoidance. You are not permitted to avoid or circumvent paying our fees. By this we mean that activities such as the following are prohibited:
Using contact information obtained from our Site or using a website feature to:
-offer to sell merchandise outside of our Site;
-offer to sell an Item outside of the Site to a bidder who placed a bid but did not meet the reserve price; or
-sell duplicate or additional merchandise outside of the Site to non-winning bidders.
-Canceling a Listing so that you may sell the Item to anyone who contacted you through our Site or who became aware of the Item through our Site.
-Ending an auction early to sell the Item at a higher price to a winning bidder.
-Offering in a Listing the opportunity to purchase the Item or other merchandise outside of our Site.
-Linking to an Item on another website that is identical to the Item offered at auction but is priced lower than the auction item’s reserve price or starting bid.
-Listing an Item with a low price but charging unreasonably high shipping or handling costs.
-Listing a single Item and offering additional identical Items for sale in the item Listing. In this type of Listing, the seller instructs buyers to indicate the number of items they want and states that they can get the same price as the Item in the Listing.
If you engage in one of these practices once, we reserve the right to terminate your account immediately. In the event we issue a warning to you, repeated violations will lead to a termination of your account.