Yeah, that's something that I have been looking to change for quite some time now, and we're getting closer to improving it.
There are multiple ways where the process of marking an ad as 'Sold' after a sale is complete can break down. This thread is the first time I'm hearing about it, but apparently it's not new. Can those of you who have had the issue PM me with the item where you had the problem? I want to narrow down the timeframe when this started to happen - it will help figuring out why it did and how to fix it.
The status change only occurs when the sale is complete, so it's always been possible that two or more buyers send a payment for the same item if they all initiate the process before the first one completes the sale. But those have been very rare events, and isn't what is happening here.