Being a PSP World Cup vendor I think I might have the answer for that.
First of all, the crowds are much bigger here at the events. Almost every booth was full with people standing in the front waiting to get in. The World Cup is for many smaller manufacturers a chance to show off their products and meet dealers.
Second thing, it's actually cheaper for me as a european manufacturer to go to a US event instead of Millennium. Plane tickets, hotels, car rental, food, paid help... All these things are pretty similarly priced on both continents, but the actual cost of booth differs much.
Now, after taking all that into the account, I still don't break even - I don't think anybody actually does (maybe MacDEV - they sold a lot of guns), but it's an investment, so I need to make sure it pays off, and the ROI is much better when I go stateside.