In terms of "risk" they're second only to black males. Women, on the other hand, regardless of race, are extremely unlikely to be shot by police. So why are they on the list?

Oh, I see, reading your previous comment again – you interpreted it as a “list of all the groups that need to be wary of police”. It’s not that, it’s just about “danger” in a broad sense.

Broadly speaking, white males are second only to black males in terms of being targets of violence in the United States. That's all violence, not just the police inflicted kind.