I had always thought of this as a very strange event as a child, even as an Olympic-following fanatic. Cross-country skiing, which was not yet an American craze except in rural areas settled by Scandinavians, coupled with target riflery, which I associated with military training or summer camp. I had heard the explanation that this was based on actual warfare of previous centuries in cold places and could get my mind around that somewhat, but it didn't ring true. The modern pentathlon seemed similarly pointless. Yes, it was an interesting curiosity to be skilled in the soldierly arts that might, conceivably, be used in the 18th C*, but really now. Get a grip. Thus the biathlon was simply this bizarre hybrid, left over from Norwegians and Swedes having outsize influence on the early Winter Olympics.
It was not until many years later, while trying to accomplish some fine motor task outdoors in subzero NH temperatures late in the day that the pieces came together for me. Marksmanship is hard enough anyway. When you are in numbing cold and are significantly tired - not just temporarily winded where a few deep breaths can bring you back to peak form, but drained of your physical reserves - it requires discipline, concentration, and ability to block out distractions. A very difficult task. Quite the impressive soldiers, these biathletes are, then.
Since then yet another athletic analogy occurred to me. The combination of fine-motor coordination, strength, and endurance does not occur in many sports. Baseball players need fine-motor coordination, but don't get that tired. Ditto divers, figure-skaters, gymnasts. Swimmers and distance runners get just as tired, but don't have to add any delicate skill to it. Tennis and golf both rely on this combination of skills a fair bit. Basketball, played with the legs and the tips of the fingers, requires a good deal of both skills. Football, not so much for most of the team. Yet the receivers, and even more the quarterback, have to have this quality of being exquisitely delicate with the hands after having been beaten up for a couple of hours. Especially in the extremer climates (heat is a different but still energy-sapping challenge), the quarterback is probably the closest equivalent to the biathlete. I figure that Cam Newton or Russell Wilson could actually have become excellent biathletes, had the money been there instead.
*Swimming, fencing, horsemanship, running, shooting. Sure. That's exactly what we picture was happening at Waterloo, right? Okay, it's artificial, but you have to admit it is an impressive variety.