I've noticed this a lot too. Lady Gaga bought a lot of serious iconic stuff (appearance jackets and tour costumes, etc) at a Juliens auction just to prevent them from being scattered. She's mentioned interest in seriously collecting more things.
These, however, are more backstage prop things. I think, if I can get in, that I am going to go to the auction this week when it starts. If the non-Michael Thriller bits are still affordable I may put in a bid on something.
A lot of his stuff is kind of all-over in small collections. I also don't want them scattered to the wind, but this is truly obscure stuff that I think is cool to share with others. There's only so much you can keep in storage for so long. People buying MJ stuff nowadays aren't doing it for resale; they're doing it for intrinsic value and I hope they will be the "last" owners as they get handed down in families.