Or is it that if you have reason to believe you might get shot or killed, you are more likely to buy a gun?
I don't have an account, but I just made one because I'm genuinely curious about whether you have a good source for this claim. The usual study referenced for this is deeply flawed; if I remember correctly it examines people who were shot and checks whether they owned a gun. Of course that study is completely invalid because of the selection bias involved. P(X owns a gun | X gets shot) is not the same as P(X gets shot | X owns a gun).
There is also data showing for example that "the higher a state's firearm ownership rate, the lower its firearm homicide rate" – see https://www.facebook.com/UnbiasedAmerica/photos/a.1301843271..., based on FBI data.