I think there are at least two reasons. Less deformation of pellets in the gun. Pellets are deformed due to inertia at setback when the shell is fired and from pressure of constriction in the forcing cone and choke. harder pellets deform less and rounder pellets fly truer. Also a smaller heavier pellet bucks wind resistance better. If a HTL #6 has the weight of a lead #4 but less surface area it is simply more aerodynamic and flies truer with less speed loss.