Agree. Shooting challenges you physically, your strategic thinking and your proficiency with your chosen instrument. It's a great, recreational martial art.
Plus, spending a day a week or a few weekends per year away with 'shooting friends' is a great way to leave work and everything else behind for a while, hitting the reset button for the week to come.
I don't know much about 'Zen' but there is a certain 'Germuetlichkeit' to the whole thing.