As long as I can remember, you have been able to get 19,999 gold for 2 coins, but if you want to buy more gold in one transaction (instead of just waiting a few seconds and making another 2 coin purchase), you have to pay more per gold.
What is going on here- are people really dumb enough to buy more than 2 gold at a time at these prices? In every other market situation I know of, you get bonuses for buying more, not penalized. Seems really bizarre, but it's always been that way.