The sound of each shot seems amplified by the walls at indoor ranges.
And so it is. Without getting into the fancy acoustics of it, it has to do with the way echoes interact with the original sound and with each other in a reverberant environment.
An indoor range not only seems noisier than outdoors -- it is
"Once the writer in every individual comes to life (and that time is not far off), we are in for an age of universal deafness and lack of understanding."
(Milan Kundera, Book of Laughter and Forgetting, 1980)