Thanks for the thoughtful reply. On your first point yes it's important to consider the different priorities that go into array design for different studies. HLA is a good example of a positively selected locus that comes up often in GWAS studies (also lots of balancing selection going on there). Although this is probably an example of a positively selected locus that commonly has GWAS hits because it is functionally connected to phenotypes. I was more concerned about 'false positive' GWAS hits, or at least not exactly what the experimenter was looking for hits, that are driven by selective sweeps resulting in a region of high LD that is more likely to be tagged by a SNP and/or contain more causative variants due to its length, relative to other tested SNPs.
I agree with all your points in the second paragraph. I still wonder how much of a problem variation in haplotype length is a problem for GWAS. I suppose that in an ideal world all SNPs would tag small haplotypes of equal size but that given the variation in LD across the genome you just have to accept that this is a factor that influences the power of these studies.
Thanks very much for the review paper you suggested.