Everything you state is true, but I think you're missing the point. At any given time, there are perhaps between 1 and 10 buyers whose orders are close enough to getting picked up, for them to be tempted to tip the scales. And doing so DOES make a difference. If your 40,000 share order is second in the queue and the order before you is only 10,000 shares, prompting someone to sell a 50,000 share parcel could mean all the difference.
Filling a 40,000 share order at 17.5 cents rather than 18, means saving/making $200.
Find me any other self-published writing gig that can net you $200 for 100 words.
In fact scratch that, any writing gig period unless your name is JK Rowling...
In a way, I commend you for not seeing this: it means you don't think the way such people do.