From a customer standpoint, going to an RV show is a great way to see lots of different brands and models - to comparison shop.
For a dealer, the show is all about impulse buying. You see a rig that seems right, it's being offered at what seems like a generous discount, so you jump at it.
In reality, you should be able to buy an RV for the "show price" at any time from the dealer's lot. It may take some negotiating to get around the typical dealer's sales tactics, but when push comes to shove few dealers will let you walk away from a deal that lets them make a profit on the sale.
Think about it for a minute - the show costs the dealer money. He has to rent the space and pay to transport the RV there and back. Plus staff the show with salesmen who would otherwise be manning his lot. All of this adds costs to any rig he sells there.
If he can afford to sell the rig at the show for a given price, he can sell it at his lot for the same price and still make a profit on the sale.