I found it equally bewildering when I heard the claim, but perhaps because gun violence is overwhelmingly perpetrated by young men, and in the neighborhoods most impacted by gun violence, young men are also the overwhelming majority of bicyclists. No idea what causal mechanism the claimant was inferring from this correlation. Indeed, it's a highly localized correlation anyways: in less economically depressed parts of the city, the demographics of bicyclists are much more varied along gender, age, and racial lines.

I think there was also an incident in the last couple years in which a young guy was shot and killed by police after they got a "guy with a gun" call because he was very obviously carrying a handgun while riding a bike around his neighborhood. That was on the other side of town from me, and I don't think a whole lot came of it afterwards, so I might be a little fuzzy on the details.