Also, pilots generally need to fire a certain number of missiles every year just to stay in training. At least this saves the additional cost of a drone (the usual target for training missions, I think).
The USAF has purchased more than 10,000 of the AIM-9X model alone (not counting the other operators, domestic and foreign, and not counting all the other variants of the Sidewinder, the basic model of which has been in service since the 1950s).