Any private business is within their LEGAL rights to demand that people who enter are unarmed. Whether you chose to do business there is up to you (me, and anyone else).
However in most stores, nobody who is armed would be expected to unholster their gun. Now in gun stores and gun shows, this is very different. A certain percentage will try their gun in a holster they are looking at (I've done it myself), etc. Thus, where I would NOT be sympathetic to businesses asking one to disarm to enter, I do understand the safety concerns at a gun show.
For those that attend shows, watch how people sight a gun when they pick it up! Usually pointed in someone's direction, not up towards the ceiling or other safe directions.
If you don't want to be disarmed in a gun show, I dare say that you won't be attending any gun shows in the Northeast!