Most markets, but some (like event tickets and new gadgets where demand at retail cost exceeds supply) don't. And without an auction, there's no way to either avoid scalpers with the initial run until demand is met, or screw over early adopters when you decrease the price to reasonable levels. An auction would inflate the first run to what the desperate are willing to pay, and prices would quickly normalize as supply improved.
Your reasoning for the value of scalpers is ridiculous, too. The price wouldn't be as high if it weren't for them in the first place. Maybe Consumer A, who ended up with the product, wouldn't have otherwise, but Consumer B, who missed out because of the scalper, doesn't benefit from this scenario. Also, the second Consumer B would have spent less on the product than Consumer A, meaning it's entirely likely he'd be more willing to spend additional money on future products and services while Consumer A mentally adds the scalper's profits to his support.
The value you're claiming is an illusion.