I don't know if that was your first gun show or not, but its a really common thing. Many people bring stuff to the gun show to sell (I now that I did). When folks see other folks carrying something, they think that its for sale and that they might get a good deal. There is nothing illegal about it.
If you don't feel comfortable selling to someone without them going through a background check, well, that is your choice. To me (and the current law) its a piece of my property that I can dispose of as I see fit.
With that said, a little common sense never hurt anyone and if someone is looking to buy it fast and seem unconcerned with my asking price (which always starts out too high so I have some room to move) then it throws up red flags and I move on.
But with that said, if someone offered me $10,000 for a P95, I would offer to drive it to their house for them and personally place in their safe.