Don't sweat it. There are enough guns in there that if something goes down... everyone will be safe.
On a more serious note. Many gun shows prohibit loaded weapons inside a building. It's a liability issue. There have been hundreds of incidents where people go to a gun show, pick up a rifle / pistol, and in ignorance they pull the trigger. What happens next ... well .. we all get the idea. All because some idiot left a loaded pistol or rifle on the table.
Don't sweat the "unload if you carry" policy at gun shows. They're only trying to keep everyone safe. If anything they are keeping the 'Anti-Gun' advocates from HAVING any ammunition. If you think about it. They always use our mishaps as their points to argue their case.