Lots of people buy more lethal ammo for their own safety. A hollow-point round is advertised as having greater stopping power because it takes fewer rounds to 'stop' a person breaking into your house by killing them more efficiently. So, you can just tell a salesperson that you want stopping power to protect your home. Don't say you want it for target practice, because people specifically don't buy such ammo for practice because it costs more, and you don't really need to stop your paper target in a range. Anyway, a salesperson isn't going to be suspicious if you want more lethal rounds, most people in that environment assume you want more lethal rounds, that being the point of using a firearm for protection.
Or.., if they ask you, you could just say 'i want it because i do.' (i.e., none of your fucking business).