Why? Depends on where you live. We live in the country here and out of courtesy let the neighbours know that we intended to occasionally do some shooting on our property. They were all fine with it although one neighbour that runs a popular tourist food attraction requested we kept it quiet for them Friday and Saturdays evenings in the summer as they have city folks at their event.

In the city I probably would probably get to know a neighbour before mentioning anything. Gives you an excuse to invite them over for a coffee and learn a thing or two about them.