I’ve had the same experience with a lead sled. You can dial a gun in with it but if you let it recoil naturally, the impact point changes.Bags and for very steady shooting a bipod folded up to make the forearm very wide rested on the bag.
I made bags from many things some with worn out vibratory cleaner media in them and some were just cardboard sack wrapped with duct tape and filled with sand from a mole hill.
One thing I noticed was the "lead sled" would hold the gun absolutely rigid BUT the rounds would not impact the same spot as the bag rested gun and the bag rested gun would impact the same spot as just holding it without any bag.
So if you are shooting from a lead sled when hunting then by all means use it for sighting in.
But if you walk/hunt or sit in a tree on a limb i would not use the sled type.
Now if it does not contact the but of the gun that is different than the sled I speak of.