Notice they didn't offer to send you the books if they turn up?
This probably means that the bid price didn't get high enough for the seller's liking. The books will "mysteriously" reappear and be listed in a new auction, and hopefully sell for more this time around.
This is a cop-out and an abuse of eBay's system. File a Non-Selling Seller report with eBay.
http://pages.ebay.com/help/policies/non-selling-seller.html
Sellers are required to have the merchandise they sell, or else clearly list that they do not (some sellers drop-ship merchandise). If a seller continues this practice and recieves enough complaints, eBay will take action.
I'd think I'd go with that explanation.