From USA Carry:

I know that some would say (and have) that training a client to shoot and move with a loaded firearm is unsafe. Yet I would argue that not training a client to shoot and move safely with a loaded firearm does more harm than it does good, as doing so only transfers the training risk from the relative safety of the range to the much more hazardous real world environment where the safety net is not present. In the end, I would say that training and learning to safely move with a loaded firearm is safer than not training to safely move with a loaded firearm.