The issue is not gun shows. The issue is private sales without background checks. Many such sales occur at gun shows because that's where the buyers happen to be, but in states where such transactions are allowed, they could just as well happen in a private home or in a gas station parking lot.
Many people object to the idea of the government looking over their shoulder if they choose to sell their own personal property.
"Smokey, this is not 'Nam. This is bowling. There are rules... MARK IT ZERO!!" - Walter Sobchak