Instead of screaming, bitching, crying and speculating here, why don't you get in touch with the show promoter and ask exactly why they have adopted that policy?
Maybe he can even tell you who carries the insurance policy for the show, instead of asking asking alloy to do a Karnak the Magnificient?
Back in the 1980s and early 1990s my family promoted a series of rare book, antique, and paper shows in Pennsylvania.
IIRC we had several insurers over the years. We worked through insurance brokers as it was easier to find specialized business insurance that way. Many event type insurers don't underwrite home, auto, or life policies, they only underwrite business insurance.
Most policies have long lists of exclusions and special requirements. One year we played hell getting insurance that would allow our dealers to have bookshelves in their booths. Book show, so a bookshelf is logical, right?
Problem is, a year or two before, some dumbass pulled a bookshelf over on himself at a show in, IIRC, New Jersey or Delaware and had won a rather impressive settlement from that show's insurance carrier, so the other carriers in the Mid-Atlantic added a policy exclusion.
There have been MORE than enough accidental/negligent shootings at gunshows over the years to make the insurance angle more than plausible.
But, if you want to know why YOUR show chooses to exclude YOU and everyone else to carries a concealed handgun, why don't YOU ask them YOURself?