I have experienced this more than once with GoDaddy: I actually warn people that if they are fairly certain of their purchase, they should not hesitate to “invest” the nine dollars in buying an avaiable domain.
My thoughts were always that the same people who buy expired domains had some insider information from godaddy on recent searches/shopping cart leavings, not that godaddy themselves were the vultures. Still, this would suggest the existence of some official (or cloak and dagger) way to scrape this data.
I suppose it could also be old-fashioned packet sniffing, though, so who’s to say GoDaddy is playing Big Brother?