The reason so may games are sold 5 minutes after the show opens has nothing to do with pre-sold games. Most people who pre-sell a game take that money right into the show and use it to buy something else. In that way, they support the show and its promoters, much more than someone else who attends the show but never buys anything.
The reason so many games are already marked sold at show open is that they were sold from one dealer/collector to another on set up night, way before the "public" is even allowed into the show. I know dealers who will bring one free play game to set up just so that they can get into set up night where they sometimes buy 5, 10 or even 15 games before the show even opens the next day.
You might not like it, but that's the way the rules work. Either bring your own free play game and get first crack at everything there like the other guys or stop complaining. Its just the way it is.