Neither are bullets. When a bullet is fired out of a gun, there is some degree of random error. The type of rifling in the barrel, the weight of the bullet the length of the barrel, the speed at which the bullet leaves the barrel, all have an effect on the accuracy of the shot. The sight, when properly used, is generally more accurate than the gun. It points in a straight line to the target.
Paintball markers are the same.
Make of paint, barrel type, and bolt, all contribute to the accuracy of the shot. When sighting the marker, make several shots all aiming at the same spot. This is called grouping. Setting the sight to the center of the grouping is called zeroing. If you want to be accurate, it's the only way to do it.