You solved it, Sara. The item in question had been "a buy it now" item, so I had made an earlier bid, to knock out that possibility. Like Steve, this condition is the only one under which I EVER bid on an item during the auction time. And I got it for less than the BIN! Anyway, that does appear to be the clincher, having already had the bid there. I am still curious as to how long before the end of the auction the notice appears.
You mentioned signing in. I am always signed in on eBay, at my home computer. I never have to sign in manually.