Artifact monopoly
Since all Artifact Merchants carry the same stock, the player who has his turn first gets first choice of what artifacts to buy every month.
Since the human player always goes first in Single Player, it can be a huge advantage.
A sound strategy for those who have Shadow of Death installed is to buy every combination artifact piece they can afford. After a few months, and with some luck adventuring, one can usually put together a few ones. The ones one usually get this way is the Wizard's Well, the Bow of the Sharpshooter, and the Armor of the Damned - all very powerful.