A 0.25 actually doesn't reduce your range compared to 0.20 as much as people assume. A 0.25 is heavier so keeps it's momentum meaning, although it comes out of your barrel at a lower fps, it won't lose its speed as quickly at a 0.20 (and some people claim that at x yards away the 0.25 is actually moving faster than the 0.20 bb but I don't know about that). So if range or speed is MASSIVELY putting you off I wouldn't worry too much.
Also make sure your hop up (mainly bucking) can lift a heavier bb weight, because a softer bucking may begin to struggle at 0.25, your range will decrease if they're dropping straight out of your barrel.
But on top of that, everyone else is right. They have more momentum so tend to have a straighter flight path and are less affected by cross winds.