they use your money to do their own trades against you, you then need to wait for them to complete their trades before they have the money to transfer to you. It is a scam, but they are getting away with it since most people don't notice what they are doing.
Who is they? Is this a hypothesis? Do you have a link or something to defend your assertion?
I just started a small withdraw from gox to okpay, will report when it clears.