Sporting goods stores absolutely need them. Licensed firearms dealers at shows absolutely need them. Those are not the issue because according to the Brady Act, if a vendor is a federally licensed firearms dealer (FFL), they are required to perform a background check prior to completing the sale of the firearm.
Speaking purely of Texas because that's where I know things, the issue is that there are some (quite a few) shows that allow "private collectors" to sell at the shows and that's perfectly legal. Even if they don't technically allow it there are folks who walk around shows with a card so if they see you are interested in a certain firearm they'll try to sell you one from their "collection". These private collectors have loads of inventory and contacts with other private collectors so they can point you to their friend and get a kickback or buy one off their friend and immediately sell it to you. So technically it's a private sale which does not require a background check but these people are definitely running a business in all but name.
It's estimated that in Texas that somewhere between 25-50% of sales from gun shows currently constitute private sales. That's a wide range because these private sellers are not required to report or record their sales.