Rule 4: Be sure of your target and what's behind it.

Aside from shipboard CIWS, it's pretty much always hitting the earth.

On the other hand, it's not that nasty.

You're aiming at whatever is in front of your barrel. Never point a firearm at anything you're not willing to destroy.

Besides, in this specific case, the whole point of DU is massive penetration, so of course it's going to eventually end up in the ground.