Correia, well, some of us don't live in the hairy-chested West with canyons and such. I live in gritty, Yankee, urbane environs. If a buckshot pellet whips through a door or window, I may hurt something besides the threat. So closing eyes and emptying gun a la gun rags is not something I even consider.
Of course, if I live in a canyon where I could shoot a 155mm atomic cannon like we had in SEEL Team 37.5 or I lived in an adobe mud hut with 4 foot thick walls, I may reconsider.