It's his sorry excuse for a joke: what if radical leftist and gun-hater Michael Moore became president of the NRA and used his position to tear down the organization? He explicitly said this in a socialist magazine interview years ago, and also said he's much farther to the Left and radical than he lets on, because he doesn't want people to write him off as an America/capitalism/right wing hater but that's what he truly is at heart. If he's claiming he's a member of the NRA because he's fond of guns and the mission of the NRA, he's lying. Just look at Bowling For Columbine, he clearly detests the NRA, equated them to the Klan, and claimed the Second Amendment is racist and intended to keep blacks in line and oppressed. It's all in that movie, so his claims to contrary is clearly a lie.
Remember, stirring shit up and agitating against the right wing is the only thing he's done in his life. When he was in high school he got elected to either the school board or the city council, and used his position just to piss people off, doing things like proposing to ban the Pledge of Allegance, cut funding for football and pep rallies, change the name of the school to MLK Jr. high so he could accuse anyone opposed of racism, just nuisance measures mainly intended to annoy right-leaning people. The Rotarians or some small businessmen association got sick of his games and got him kicked out of his position of authority. He is very very bitter about that, his exact quote is very nasty and hateful towards them.
He's just a huge jerk who has to lie through his teeth in order to push his agenda that most people would be repulsed by. Then when people call him on it, he says even more disingenuous stuff, like "Hey, I'm just asking questions" or, "Questioning America is the highest for of patriotism there is, I love this country." You dont usually express love by relentlessly criticisng and insulting something and lie through your teeth to exaggerate and make your point. But that's what he does.