Affiliate networks require you put their code on the "thank you" page shown after checkout. Conditionally removing that code would be seen as an attempt to scam the network and get out of paying commissions owed. What you're proposing doesn't work anyway -- you don't know that they didn't come through an affiliate link a week prior; the cookie isn't on your domain, but you owe a commission for that referral.
Correct. There's a "blind" tracking pixel at the checkout page that will usually catch the sale in a "last cookie wins" fashion. So on top of the advertisers, anyone actually facilitating the sale by advertising is ripped off by the coupon sites. It's a major pain for the industry - the only surefire way to protect yourself is to get rid of drop either affiliate marketing or coupon codes.