This is just plain wrong. It's much, much more common for shots fired at people to hurt bystanders than warning shots fired into the air. There has only been a single recorded case ever of someone being killed by a warning shot fired into the air. While there are thousands of cases of bullets ricocheting off walls or going through them and harming civilians during shootouts.

Is that really the case?

The chance of someone being injured by a "warning shot" is essentially the proportion of the ground surface which is occupied by a person. Unless you're in a crowded area, this is very low - in fact I would think it's less likely than a bystander being struck by a horizontally-fired bullet that misses its intended target.

You are assuming that the person being shot deserves it. UK police shot about 5 people a year. I can think of at least 3 instances where this was totally unnecessary. I.e. drunk man with table leg in his backpack which was mistaken for a sawn off shot gun. Mentally ill teenager with a toy gun. Ditto but with a gun shaped lighter. All with highly trained firearms officers present. It seems highly likely to me that less well trained 'general purpose' US police officers are shooting a lot of people unnecessarily.

I don't believe it. Do you have any evidence for this?

Also warning shot is frequently likely to prevent the harm on the person that otherwise would be shot. Isn't it enough?

who is saying that a warning shot is shot into the air? it could e.g. also be aimed at a soft ground surface

Shooting people harms their family for example in a much more definitive way than shooting in the air harms bystanders.