Just a thought here.
To go to a gunshow, a dealer has to
A) more than likely close his shop to staff the gun show.
B) pay people to work the full weekend.
C) pay for his table.
D) pay for gas & wear and tear on his vehicle(s) to get TO the gunshow
E) load vehicle at store, unload at gunshow, pack up vehicle on Sunday, unload back at show whatever didn't sell
F) STILL pay for his rent, electric, heat, water, etc...
Now I understand why you won't find a ton of bargains at a gunshow! You DO have the opportunity to see a lot of vendors in a small space, so odds are that you WILL find that guy who's got, say, only $300 into an M1 Garand, for example, so he can sell it for short money, but those seem to me to be the only benefits.
You may find the odd kitchen kommando who HAS no overhead to speak of, and he may well have good prices... but he's still gotta pay to get there, AND he likely doesn't have the buying power of larger shops so that he may not get as good pricing, and thus will have to pass on higher prices.
As I said, just some random thoughts here. Dealers with actual experience are welcome to tell me that I'm full of it, as this is just me musing and nothing more. I could well be mistaken.