I know it seems you would get a discount, but saving on shipping really does help. I was a vendor at last TPF (and many other shows), so here is a run down of how much it cost to be a show vendor. It also takes a week worth of man hours to prepare and get home. Lots of packing, planing, etc...

booth/sponsorship: $1000
Hotel Room: $450
marketing/printing/promo materials: $500
gas (pulled trailer): $600
food/drinks/etc.: $250
loss from damage/stolen materials: $200-$500
time away from family: priceless

A show can cost anywhere from $3000 to $5000 for a small vendor. Do you realize how much product you have to sell to make that up? Most vendors always lose money on show. You just hope that the marketing pays for it over time with future sales.