Would people in Great Britain think this would be dumb if they came to America?
The answers you already have show the range of differing views – some might enjoy it, some might be offended. My personal view as a Brit (and one who has experienced American hospitality at first hand): if you took them hunting, the vast majority would be deeply offended and would want no part of it. But target shooting on a rifle range? That’s different, and some (but most definitely NOT all) may enjoy it. TH, you’ve got to be very careful here. It sounds like you’re trying to be a great host, and although you’re not likely to scare your visitors, you could very easily create embarassment and/or cause offence. Hope it helps.