I'd think it depends on the SO's "level of anti". If he's neutral about it and doesn't care if you're spending your time time shooting or else having lunch with your girlfriends, fine. If you're not living with him or married to him, he has no say in how you spend your money.
I wouldn't date a man who gave me a lot of static about my hobby. Any hobby.
There is a slight exception. If he's unhappy about your shooting because it cuts into your 'couple's time', he might have a point to discuss.
I think shooting is like golf. Men who love golf will do ANYTHING to be with a woman who loves golf and wants to go play golf with them. Same with shooting. I'm over 60 and still get many appreciative looks at the range. Even without a rifle in my hand.