Well, the example I gave was a subsequent use of the privately purchased firearm in a legitimate self-defense situation. Let’s say you put two rounds center-mass in a mugger. For grins and giggles they send the rounds off to ballistics and they match to rounds recovered from a murder committed before you purchased that firearm. Turns out you bought a murder weapon. The issue is ... how do you defend yourself against that possibility? The odds might be very low but the cost is astronomically high.
The odds of you being near the person who was murdered with the gun that you bought at the time the murder occurred, and having any connection to them at all, is much worse than your getting hit by lightning, I believe.
I read about cases involving firearms and self defense, and have done so extensively for 40 years. Admittedly, the Internet made cases a lot easier to find in the first 20 of those years.
I have never heard of such a case.
I have heard of a case where people were charged with murder because their fingerprints were read to be the same as a murderer's, though.
I would be much more worried about someone dropping a bag of marijuana in my car or back yard, or police misconduct.