The NRA wants guns in schools, but not at their convention

[about_average]

You're right, it would be really tough to find an indoor venue with so large a single room that allowed firearms. Personally, I think the membership I used to know would be perfectly happy with an outdoor event because they were outdoorsmen at heart, and would rather camp than patronize a facility that doesn't respect their constitutional rights.

Could be, but even finding an outdoor location, that doesn't have the same rule, which meets all the logistical requirements would probably be difficult.
Don't forget, it's not just seating for 20,000, but also food and bathroom facilities, a giant TV so people in the back can see, parking, proximity to an indoor showroom (for the trade show), security, proximity to 1000's of hotel/motel rooms, etc.