We just finished a pass at making all pets that are caught via pet battles in the world non-tradeable. This means these pets cannot be put in cages for trading or posting on the AH. We felt that the option to buy these pets on the AH would take away from the exploration/collection gameplay of the system.
This could always change in a future patch, but this is how it will go out with MoP. You should see the change in our next build.