"I am sure gun shows are part of the change in the market."
Bingo. Come to think of it, I have only bought one gun from a store.
The gun show is about once a quarter here. I don't buy any more often than that.
Why buy from a gun store? I found that I get a better deal at gun shows in terms of guns and especially bulk ammo.
In my experience the gun show market is actually on the decline as well. The past few I've been to have had a mediocre selection of rifles that have for the most part been over priced in hopes that the average Joe can be duped into buying an Oly Arms AR15 for $1300. Don't get me wrong, I love walking around and looking at different things but have come to believe that unless I'm in the market for beef jerky or some hard to find WWII surplus rifle there probably won't be anything there worth buying. 20 years ago I remember gun shows as being packed and having every conceivable toy available for purchase - and at a good price. It's just not that way anymore.
My belief is that the internet has changed the gun market. Generally, I buy everything online and just have a local gun shop do a transfer for me. It gives me the greatest selection and allows me to buy at the best price - particularly for ammo. Occasionally I will have a local shop special order a product for me but for the most part have no interest in the common, mass produced arms that they all carry. As this will drive some of the smaller shops out of business other shops with online capability, and with better selection and prices, will thrive.