Being able to use a weapon accurately in the midst of long-distance exertion is a skill useful to soldiers (not hunters, as you might think — humans rarely run long distances as a hunting technique) and the original form of biathlon was called military patrol. It seems to have gotten started as an organized activity in the late 19th century in Russia and Scandinavia, where border guards often had to travel long distances to hunt down not only their fellow humans, but also reindeer who had turned to crime.