There's a lot misinformation and some just BS here.
Nightwatch, I'll have to say that your little spiel was dramatic but pretty much everything you said was false.
Stupid? Why would anyone do it? Why does someone bungee jump? Why does someone climb a mountain just to turn around and climb back down? Why do people race cars around in a little circle? All of these seem totally senseless to me but if, for whatever reason, it gives these folks a little stiffy to do it, who cares.
I have fired well over 100 rounds UW from a number of different weapons including shotgun and rifle. It's really not a big deal. The danger of shock damage to the body is purely BS. Standard hearing protection is all that is needed.
9mm bullets can travel over 20" depending on manufacturer. I have shot many "full-power" FMJ's as well as JHP's.
Penetration is no great but enough to kill or seriously injure at close range. The .45 will penetrate at least 2 and sometimes 3-1" pine boards and the 9mm will generally do about the same from 2' away or so. At 6', they both become pretty ineffective although they will still leave a pretty good dent in a board.
AR-15's don't fair so well UW but an SKS will do fine although it won't often function reliably.