its annoying when people use it to hide inside :-\
You can't enter the shooting range with a wanted level, so someone can't hide there during an active fight in which he participates. Also you can't instantly enter the shooting range again.
If someone is going into the shooting range over and over again, while getting shot by you and without shooting back, he will die. I don't see the problem really.
What if it's a cop? Cops can enter the shooting range anytime. Suppose he kills/ arrests you earlier and you came back to take you revenge, but he hid inside the practice range as soon as you shot him. Then you need to wait for him to get out after completing the session ( most annoying) and maybe can call someone else to help him till then.