It is still one of the oddest sports in the Olympics.
It does seem a rather strange mix, so I looked up the history of it:
from Wikipedia:
"The sport has its origins in an exercise for Norwegian soldiers, as an alternative training for the military. The world's first known ski club, the Trysil Rifle and Ski Club, was formed in Norway in 1861 to promote national defence at the local level.
Called military patrol, the combination of skiing and shooting was contested at the Olympic Winter Games in 1924, and then demonstrated in 1928, 1936, and 1948, but did not regain Olympic recognition then, as the small number of competing countries disagreed on the rules (see also Governing body, below). During the mid-1950s, however, biathlon was introduced into the Russian and Swedish winter sport circuits and was widely enjoyed by the public. This newfound popularity aided the effort of having biathlon gain entry into the Winter Olympics, where it has later become one of the most cherished sports.
The first World Championship in biathlon was held in 1958 in Austria, and in 1960 the sport was finally included in the Olympic Games. At Albertville in 1992, women were first allowed in Olympic biathlon.
The competitions from 1958 to 1965, used high-power centerfire rifle cartridges (such as .30-06, 7.62 mm NATO, etc.) before the .22LR rimfire cartridge was standardized in 1978. The ammunition was carried in a belt worn around the competitor's waist. With the only competition being the men's 20 km individual, four different ranges and firing distances of 100 m, 150 m, 200 m, and 250 m. The target distance was reduced to 150 m with the addition of the relay in 1966. The shooting range was further reduced to 50 m in 1978 with the mechanical targets making their debut at the 1980 Winter Olympics in Lake Placid. Newer electronic targets (similar to mechanical targets) are now used in all major competitions such as World Cups, World Championships, and the Olympics. Computerized sensors are superior to mechanical targets, as they require fewer officials for recording and resetting the targets and they allow for instant shot recording, needed for live television broadcasts."