They DO go into Haymarket, once there's a stand available in there for them. The driver will often tell you if they're expecting to wait a while, or they'll turn the engine off, at which point you can decide whether or not you want the longer walk or you're happy to sit in a comfortable (ish!) seat and wait. I'm usually happy to just wait, and I wouldn't want to be arbitrarily turfed off the bus at St Marys Place, causing me a longer walk than necessary as I'll be transferring onto another service.