Earlier quoted context omitted.
https://en.wikipedia.org/wiki/Celebratory_gunfire lists a few deaths. Given the number of people who celebrate with gunfire, it's indeed not terribly dangerous overall. Nevertheless, "it's still your fault if it kills someone."
"They found that while bullets traveling on a perfectly vertical trajectory tumble on the way down, creating turbulence that reduces terminal velocity below that which would kill, it was very difficult to fire a bullet in this near-ideal vertical trajectory. In practice, bullets were likely to remain spin-stabilized on a ballistic trajectory and fall at a potentially lethal terminal velocity." So I'm not completely w…
However, with any significant angle off-vertical, the bullet still travels in a stable trajectory and orientation, so will impact with a speed much higher than random-orientation terminal velocity, and be potentially lethal, even if passing through some roofing material on the way into your body.
So yeah, don't shoot into the air, and don't be around where anyone does...