Reading 19 section 6.1.1- BB- Executing a Hedge. Why? Seriously Why?

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What’s the rationale of chosing mid-market price for the Spot Leg in the matched hedge; while using bid-side price in the unmatched hedge?
Is there a logical reason? I hope it’s not one of those: a farmer buys a sea-side mansion at sub prime; MBS; MBS ratings; trading MBS; Insuring MBS; CDO Trading; huge undistributed profits; huge distributed bonuses for the huge undistributed profits; .. confused? good, we have your money and doing “stuff” with it. It’s technical.
 
In the matched swap, it’s easier to roll forward the contract as it’s the same amount. So they use mid spot.
In the unmatched swap (presumably higher amount to hedge), it’s more risk for the dealer or perhaps more cost for the delaer to get the extra amount for the participant. So, they will provide the offer side (not bid if you are buying the base currency).
 
I’ve seen examples where the unmatched difference is less than 3%. Why affect the 97% just to incorporate the 3%? I’ll just remember it as is for the exam.
Though it provides good argument for hedge fund managers to charge more.
 
I remember we need to weigh average it, i.e. matched amount using mid-price and the additional part using bid-side.
 
What confused me about this is that the dealer quoted the bid side when the hedger was both selling the base forward and buying the base spot (in a mis-matched hedge).
Can anyone explain this?
 
P.S - In the example, the hedger is increasing the size of the short Euro forward position (EUR base). Hence it makes sense for the dealer to use the bid not the offer. What confuses me is why the dealer wouldn’t use the bid price when the hedger shorts the forward and the offer price when he/she buys the spot.
 
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