Well your question is a bit complex but here is how I will put it. Many gun shows are often inside of government buildings. I went to one once inside of a city event center. So carrying in a normal circumstace would be forbidden. However since its a gun show where obviously firearms are welcome then you are able to carry in within those guidelines and thats for the purpose of the show.
Where it really becomes a headache though is Most if not every gun show I have ever been too obviously deals with thousands of people handling firearms continuously non stop for the duration of the show so in order to guarnatee the upmost safety (in the words of the show host) they simply forbid any loaded firearms in the building.
In 17 years of me doing my career path I learned a long time ago never put it past the one nut case to walk in and shoot someone to spoil it for every one. We all like to think an adult with a firearm is a responsible one but we all know there are some that just shouldnt own firearms LOL.
And no I am not anti firearm at all just shedding light on why gun shows choose to not permit any loaded firearms in their shows.