When I attended a great gun show in Denver there was a both as you entered where you could get a background check. It was operated by a business with a FFL. It was explained that there is no requirement for you to buy a firearm from them to have them do a check on you.  From what I saw their was not a great number of individuals getting the check done. But there were a few paying the fee to have one done.  It might have been as simple a reason as making sure those individuals could pass the check if they were going to go to a dealer and get embarrassed if they were turned down after a background check.  

I don't live in Colorado so there was no reason for me to have one done.