I see no reason to buy at an RV show unless you know the exact unit you want and know what price you're willing to pay.
I've walked thru my share pf RV shows and like most of us here, I already know what I may want and what a good price is.
Problem with RV shows is that generally most RV's are crowded and finding time to look over the whole unit, sit in the chairs for 20 mins, talk privately about what you both like or dislike without having everyone in the RV ease dropping is not my way of shopping.
I much prefer to be on the dealers lot when the final decision time comes. It's much easier to ask the sales person to give you some time to really get a feel for the RV without distractions.
RV shows IMO are a good way to spend part of your day checking out the latest and greatest in the RV world without any pressure to buy.