I was wondering why they would care about firing shots into space, but then I realized that it's probably not enough velocity to escape our orbit and would just add to the orbital debris issue.

If the velocity was such that the projectile could exit our orbit, it would probably be less risky.

There's an interesting excerpt from one of the Expanse books about how all the rounds they fire from their space ships are probably going to travel through space for millions of years before they actually hit something.