When it comes to a shooting game, it is very likely to get exploited no matter what. Because of many reasons, for this one it is because of RespectFilteringEnabled.
You see, making a SMOOTH shooting game requires a lot of scripting from both client and server sided scripts. If you want to make smooth shooting animations and effects, you will have to untick RespectFilteringEnabled to not have delays in sound effects.
I bet that popular shooting games like Phantom Forces, Counter Blox, Arsenal all have RespectFilteringEnabled turned off.
But is it safe tho? That's my question.

2 comments
Very good answer and solution! But just now, I tested things and found out that only sounds that are already existing in the server can be heard by others if played using local scripts, exploiters can't really play "whatever sound they want" without RespectFE
I had no idea - thanks for letting me know