Guns are supervised until your good with them, but there is a difference and a big one. Using a tool like a gun is a concept that is easier to understand that complex social interactions, the brain develops early on how to use tools and follow instructions, however the brain is not yet fully devolved with complex social structures until people are nearly 30. While someone as young as 6 can know how to use a shovel or cut the grass, we wouldn't trust them alone or to talk to strangers because they are so very easily influenced, and we evolved this way on purpose because it allows for a person to be educated and values instilled but it also makes it very easy to manipulate them into doing things or easily influencing them to self-harm. These two items social media and gun access are totally different because the part of the brain used is different. If you take away the gun the kid will simply sneak in a knife to get his revenge, or a baseball bat, the solution isn't removal of tools the solution is removal of access to the root of the issue, and the root is unfiltered access to the internet especially the social side of it. You need to treat the root of the problem, if you remove kids from these environments, you will quickly see a rapid decrease in the amount of teen suicide, and teen shootings.
We could still allow teens on social media in a moderated fashion, where adults parents or teachers must approve and monitor the conservation so things like bullying do not occur.