Skans, perhaps you've just had the good fortune to only attend the better gun shows.
I've been to many. Some are better than others, but not by a whole lot. I glaze over 80% of the stuff at most gun shows. I'll have several guns in mind that I'd be interested in buying - and I'm usually lucky if I find just one of them in an entire show (older examples: STI LS40, Detonics Pocket 9). Then there are things I run across that I'm not looking for but get my interest.
I will pay a fair price for something I'm specifically looking for. Not really looking for bargains. But, I like to collect guns - I have lots of guns I don't shoot. And, I have a fair idea of what can be purchased at a "fair" price that will go up in value. So, when I paid $700 for a nice FN FNC in the '90's, it was a fair price. I also knew that it was one of the few rifles that could still legally be converted to full-auto if you purchased a registered sear and had someone to do the work, and with the import ban, it had some upside to it.
I Bought a couple of Pythons and a Colt SAA .45 when I thought prices were still "fair". They sit in my safe, and I'm very happy with them. Now, I'm on to other things.
I've made some mistakes too - nothing big, just things that didn't go up in value. At one time I thought there would be legislation outlawing "assault pistols", so I purchased several. One I sold for $50 less than what I paid. Another has gone up in value - maybe a couple hundred dollars over the last 20 years. My Carbon-15 pistol is worth less than what I paid, so I shoot the heck out of it for fun.