I've asked a few times if sellers would consider 
closing auctions early.  In one case, the seller 
was willing to deal (I asked like three days in to 
a five-day auction, and at that point I was the 
only bidder) but another bidder jumped in, and so 
the auction continued to the end.  In another 
case, the seller responded with exactly what you 
should say: "I'm sorry, but I'd like to keep the 
auction available to as many people as possible 
and give everyone equal chance at purchasing the 
item.  Good luck bidding, though!"  That's really 
all you can say.  If you don't want to close the 
auction, don't do it; any legit buyer will 
understand.