Yes, all purchases on a military installations are not subject to state sales tax. There's literally no better place to buy an instrument (which I've done twice).
Private sales can be done. You can't display your instrument but you can meet up with someone and find a couple chairs in the room. I've done that a couple times, too, no big deal.
Last year had some... hiccups. The small multi-purpose room that serves as the vendor space had at least 2, maybe 3, pool tables in it and really soaked up a lot of available space. I thought the programming had more recitals than I cared for and not enough panels / lectures / master-class type events. As a general rule, I'm really not interested in hearing the low-brass professor from Directional State University play half a recital because he needs performance time for his tenure and will do it for free, but there's a lot of that. I think having people up on stage talking about careers in music is always underrepresented. And last year, the small studio (where most of the recitals and such happen) was largely at capacity for most events while the big room was not used (because of TUSAB rehearsals and such).