Did a study on this at a major outdoor shooting range. Copper FMJ and lead bullets (essentially) can not start fires. What sparks severely is the kind of ammunition that is steel jacketed and sold as surplus very cheaply. That kind of dangerous ammunition can be banned.

At that shooting range the safety officers have magnets to check the ammunition. The range actually pays the safety officer a cash bounty for every steel round confiscated.

There are a couple very rare exception to what I wrote in the second sentence above. If the target is steel or we have certain very hard rock a small spark can fly. But that is very rare.