That's the theory, but not always the case. I'd never shoot at something out there if there was no immediate backdrop of course, the side of a hill or something. There's other factors. Rifles that shoot greater distances weigh more and I'm not inclined to lug one around out there. Also, the ammunition is more costly to make (heavier projectiles, more powder and so on) and I'm not inclined to spend $3 a round to cull kangaroos. As it is, the .243 rounds I make for it at almost $2 each to make. So, there's a few factors.
Also, an unimpeded bullet could travel for several kilometres, depending on the calibre, and still have the ability to do damage. Not something I'm willing to risk.