They look fine to me. Like you said, not showring ready, but not starving by a long shot. They could use some muscle tone, maybe if you are really concerned you could supplement their hay with a little grain. If your winters are hard, I would put them on some grain to get them a little heavier going into a rough season, but they look what I would call "healthy lean." You could do a body condition score on them and get a better idea. There are scoring systems all over online. I know people who aren't happy until their horses are waddling, and some people are just "trigger happy" about calling something in. I don't think that a reasonable person would think your horses are too thin.
Maybe this lady was trying to get you to lower your price? It seems like if she were that concerned for the mare's well being she would have dropped the cash and taken her home.
The mare in the last pic looks about the heaviest of the bunch, to me, but they all look fine. Good luck finding the right owners for your sale horses!