...owning a gun makes you much, much more likely to be killed by a gun...For the United States, that's true.
But you also have to take into account that people who think someone might try to rob or shoot them are very likely to buy guns. Which creates a strong selection bias effect to the statistic.
Among gun owners who are more likely to be shot are people whose store has been robbed or burglarized, former police officers and prosecuting attorneys who are the targets of criminals they arrested and convicted, people who transport or sell high value items like jewelry (wholesale jewelry salespeople who travel are a favorite target), musical equipment (musicians and roadies), etc.
Self-inflicted gunshots are also more likely if you own a gun, because if you own a gun, you're likely to choose that method if you decide to take your own life. That doesn't mean owning a gun increases the risk of suicide. It just increases the likelihood that should you decide to commit suicide, you'll choose that option.
Selection bias, again.