I'd guess that one reason is it gives dealers first dibs to get deals from each other before the doors open (yes I know this is not allowed...wink, wink).
It wasn't that long ago that member table holders were not allowed to unpack their boxes before the show opened. We could bring our boxes to our tables, but were required to leave them unopened and go back outside with the non-table holders. When the show opened, we all went in together. So the sellers were unpacking as the buyers were moving in the aisles. Some folks called this a "shotgun start".