![Crying or Very sad :cry:](./images/smilies/icon_cry.gif)
Someone far more expert than I will have to comment, but my take is that you absolutely could have gone in loaded. The 30.06 would have been required to keep your carry outside, and that would have been impossible since it was a gun show.
One hopes the organizers were simply reinforcing that folks displaying guns for sale would understand anything to be handled would need to be unloaded. Duh.