What a horrible analogy. You're offering no evidence that it's harmless. Any system trying to analyze price discovery on a security is going to look at the depth of book and try to use the imbalance to determine where in the spread the current optimal price lies. Stuffing quotes is going to make that information meaningless. Stuffing quotes when you have the ability to do so faster than other market participants is evil.
The problem could be solved if there was a latency buffer on quotes being placed and canceled on the market. If HF algos had to wait 100ms before cancelling a buy or sell then quote stuffing would disappear. Tell me why having to wait a tenth of a second before cancelling a quote is horrible.
Neither you nor zerohedge has offered any evidence it has any effect at all, harmful or not.
Stuffing quotes causes the bid to oscillate between 10.00 and 10.01 rapidly for a fraction of a second. So what? If it scares you, wait 3 seconds for things to slow down and then place your order. Or if you want to be daring, place your sell order at $10.01 and hope you get filled at that price. Worst case you gasp don't get filled at $10.01 and have to change your order to $10.00 (omfg, no!!!).
Tell me why having to wait a tenth of a second before cancelling a quote is horrible.
Why do you believe I think this would be horrible?
I have no opinion on minimum quote durations - it would widen the spread somewhat (by raising the risk and therefore the costs of HFT), but I don't think it would matter very much.
To go back to my analogy, it would be like demanding that Amazon put marginally better air conditioning in their data centers. It would have a small effect on the evil hellish heat they create (don't you know that satan loves heat!), while possibly raising the price of goods they deliver by a tiny amount.
Explain to me how the heat generated by Amazon's data centers helps bring packages to my door.
The answer is that it doesn't. It's a harmless side effect of the process that does.