I don't see any reason to use HP bullets for practice particularly, but it is useful to use the same bullet weights (or close) for practice as for defense.
Once a shooter starts shooting groups instead of patterns, the difference of POI can become noticeable. I have one fixed-sight Browning HP .40 Practical that shoots to POA with 165gr, but shoots enough higher with 180gr to cause misses on plates at 20yd.

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