It may not even be their policy. Its very possible that they implemented it because its their insurance companies policy. Besides, not gouging up their armor steel bullet trap system so that cheap asses can shoot their crappy 5.45 or leftover 7.63x39 seems perfectly reasonable to me.
Its a trade off, plain and simple. Want the comfort and convenience of shooting at a local location out of the heat and rain, but have to spend a bit for some decent ammo? Seems reasonable to me.