I'm not sure I can add anything to what has already been said, but I'll toss in my two cents for what it's worth.
A .22 magnum shot out of a pistol is really nothing more than a souped-up .22 LR. When shot out of a
rifle, however, it's a whole 'nother breed of cat, capable of taking down animals such as rabbits, groundhogs, prairie dogs, foxes, raccoons, and even coyotes out to around 150 yards. The 40-grain .22 WMR at 100 yards still has
50% more kinetic energy than a 40-grain .22 LR at the muzzle.
My .22 magnum rifle is a Winchester 9422M with a Leupold 4x scope. To be honest, it's definitely one of my favorite rifles.