Your observation is correct. It ticks me off to no end
how many potential gun show vendors deny MA residents out of fear of Dimples the Tyrant. PSA, in particular, is fanatic about not selling anything to Ma**h***s (not even a hat). And I can't buy my "oddball" ammo at anything approaching a decent price because... Massachusetts.
But there is still plenty that you can buy online and I have done well in that regard. The shows only come around so many times per year... and none of the plastic gun shops sell what I am looking for. Few on Gunbroker or eBay or on various gun forums will not sell into MA. The truth is that much of what I go to the shows to seek out can be bought online with just a little searching effort. But like everything else in life, your results may vary.