In real life, the scope doesn't line up perfectly. You "zero" a scope so that the bullet will hit on the crosshair at a certain distance, and at every other distance you adjust.

A real sniper will determine the range to the target, adjust for wind and other factors, and aim for a point some distance above and to the side of a target to account for the factors that will result in the bullet hitting away from the crosshair.

For example, you're shooting at a target 500m away. You know that at that distance your bullet will hit 3m below the target, and the wind will push the bullet .5m to the right in that time. So you aim 3m up and .5m to the left of where you want to the bullet to land.