I don't find many people who deny undo requests, but I find it very annoying to play with those who do. If a simple undo is denied, I slow down my play out of necessity, I turn off autobuy and pre-moves, etc. I explain in chat that I'm going to have to play slower and more carefully if you won't allow any undos. And then I block the person after the game is over because that's not how I like to play.
One bad example -- there were two Duchies left and it would be the third pile. I have 10 to spend and I have two buys. I click and autobuy plays half of my money. The opponent won't let me undo it. So I only get one Duchy, and then on their turn, they buy the other one and win. It's annoying because it would never happen if playing the game physically, nor if I turned off autobuy.
But it got me thinking -- why not make the undo situation part of the settings for the match and the automatch? You could set "Undos allowed?" to "No, Auto, or Ask". With "No" you can't even request them. With "Auto" it will automatically approve as long as no new information was revealed. And then "Ask" is how it works now.