Dry fire practice is efficient. You can do it anytime, without leaving the house, and you aren't using up ammunition.
More than that, shooting, like many other endeavors, can be improved upon by practicing in parts before performing in total. Think of a quarterback throwing passes through a tire, a boxer working on the speed bag, a baseball player fielding grounders hit by a coach, or a tennis player practicing backhands using a serving machine. You can focus on a particular skill, one aspect of an overarching activity that involves a whole set of skills. And you can perform many repetitions in a short period of time. That's why practice sessions of sports seldom involve actually playing the game.
You still have to practice the overall activity to put all the parts together, but now you have the benefit of far more repetitions of individual components than you would if you only relied on range practice.
"An armed society is a polite society." — Robert A. Heinlein
"After a shooting spree, they always want to take the guns away from the people who didn't do it. I sure as hell wouldn't want to live in a society where the only people allowed guns are the police and the military."
— William S. Burroughs