The automatic UID has been available for nearly two years now, from the ebay announcement:

New unpaid item assistance
Coming September 2010 the new unpaid item assistant feature will save sellers time by automating the process of opening and closing unpaid item cases. The assistant can be set to automatically open a case 4, 8, 16, 24 or 32 days after a listing ends. If a buyer doesn't meet the payment period set up via the system, an unpaid item case will automatically be opened and will only be closed once the buyer pays. If the buyer doesn't pay, you will receive a final value fee credit and the buyer will receive an unpaid item strike against their record.

The feature is available on an opt-in basis and can only be used with integrated payment methods, such as PayPal and Paymate, or a third party checkout integrated with eBay where eBay can identify when a payment has been made. Unpaid item assistant is not recommended for sellers who use bank deposit, as it may generate an unpaid item strike against a buyer who has paid using this method.

The op must have 'opted in' at some point for this to have occured.