When you fire a bullet, it moves very fast sideways but does slowly curve towards Earth. If your bullet was fast enough, it wouldn’t curve fast enough to hit Earth, and would sail off into space. That speed is between 7,000 and 12,000 m/s.
Farther from Earth, its gravity gets weaker, and this speed gets lower and lower. At some point, our gravity is hardly there at all.
Combine that with the fact that these things are flying around at 50,000 m/s or even more and it makes complete sense that they don’t fall to Earth.
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