The fairgrounds provide more sitting; the parents are not worried about their children running out into the road getting hit; it is not on the hot pavement; more venues can be going on at the same time; much better parking; overall a more friendly environment at the fairgrounds.
I agree with richstrength750. There is to much traffic around the court house for kids to be running around. Not to mention the hot pavement! And the fact they have spent time and lots of money on getting the grounds around the courthouse looking nice. You don't want a bunch of kids and people walking through all the mulch and plantings and messing them up!