Because shooting paper is a measure of how accurately you are shooting your gun. And it's a nice thing to know with all different guns, not just a .22lr
It's easy to shoot a soda can and say "I hit it!" but with paper you can see if you can keep shooting into the same hole.
When it comes down to it. I have more fun shooing "stuff" than I do shooting paper. But I still shoot plenty of paper.
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