I must say with the price of some of this stuff, they should be able to get pretty good sound in any room. The fact that they can't tells me something especially when you see very modestly priced gear sound great in similar rooms. While I agree that rooms are very important, maybe there is more to it than just the room.
It does make one wonder. What I find most annoying, is when I do find a room/system that sounds really good, it's often difficult to really listen because so many people are talking, selling, or moving about. I don't really think these shows are about listening to good sound. There are some rare exceptions though, and they become memorable moments.