Ummmmm really confused here, gun shows would seem to be pretty poor choice to jack someone. Every gun show I have been to folks are polite and look out for one another, I would bet the chances of getting a lost wallet back at a gunshow is much better than at most other places. Folks I meet at these venues just seem like stand up, do the right thing people. Yeah there is always someone who does not watch their kids or who wants to dry fire a gun they should not but these things sort themselves out quick enough.
I don't personally consider security guards being somewhere or not a sign of safety. Just my take on things, most security is more window dressing than anything. Not to mention that guard companies vary from very good and together to uniformed felons.
As to gun show prices, it is what it is, i don't mind as it's a nice half day entertainment. Plus for used I far prefer to buy in person. Not to mention for all the small accessory bits gun shows save a ton of money, I likely have 600 retail in leather that all cams from gun shows and if I spent 100 bucks on it all I would be surprised.