I personally don't beleive in discharging a perfectly good weapon.
If one is to train throwing knives for anything remotely resembling reality, then they should train to throw under stress, while running, at varying ranges, with alot of things going on around them, and be able to effect a true kill. Its a projectile weapon, and if we are to really consider it something usable for real (not movie) combat, then it should be held to the same expectations of a pistol. But, for aesthetic, non-combat purposes, by all means, it is no less credible than training with sai, nunchaku, naginata, or other classical weapons.