Don't disagree with anything you said. Improper and illegal, however, mean different things to me. It may be legal to make a sale to someone, but greed and a deaf ear to what is morally and/or legally correct, can make something seam "improper" for law abiding Christians.
Freedom does not mean that you can turn your back on ethical behavior, our laws, or our public safety. Freedom will no longer exist when people do not feel a moral obligation to protect their families and neighbors. I surely hope you don't need to sell a firearm badly enough to sell it to a criminal, regardless of your profit motive or what the law states.
This brings us right back to the jest of the question. Why are private sales allowed at gun shows, when licensed dealers must conduct their business at a higher ethical level?