I agree that a marketplace in the wallet isn't the best idea. That would leave the devs partially responsible for the content, i.e., if it's drugs, or a bad or counterfeit product, someone could say the devs are providing a marketplace for these things and can be blamed for it. It would require policing that no one is prepared to do.
What would be interesting is to create a web button plus a Firefox add-on for Neos. A merchant could have the button on their site, "Click to pay, price XXX NEOS." A Firefox user with both a Neos wallet and the add-on could click on the button, and it would transfer the NEOS, fill out an order form with the buyer's info, and provide a receipt for printing if desired.