In NY they normally have Troopers patrolling around the gunshows, across the street, down the block etc looking for people doing deals outside the show. Everyone gets a NICS check and transfers through an FFL at any NY gunshow... State law to close the "loophole".
So even if both are legal, they must use an FFL. I saw the troopers driving down to patrol a mile away in the McDonalds parking lot on the way back to the interstate at the last show I went to. They were in an unmarked car and were just watching people in the lot at the show, then drove around the area to see any deals outside the show.
And yes, they have arrested people several times at past shows.