Because it is fun and because I am free to do so.
It doesn't matter how you are using it, a weapon is still a weapon.
Would I be justified with the police if I play football with pipe bombs, and therefore I keep a stack of them in my house?
Any tool can be used as a weapon. You can kill someone with a spoon, a weight, a paper bag, etc.
Besides practicality i see no difference between someone practicing shooting a gun/bow/etc., training with a sword/axe/etc., or with a football/basketball/etc.
Although, the first two are probably a bit more useful for real life situations lol.