Red Dead Redemption's many challenges will certainly leave players spending a significant amount of time fulfilling objectives other than the main story, but they are some of the most rewarding activities in the game. Completing the Sharpshooter Challenge, for example, can improve players' Dead Eye ability, so it is more than worth spending time on.
Source:https://www.cbr.com/rdr-sharpshooter-challenge-guide-walkthrough/