English to Chinese Art/Literary Poetry & Literature Common Expression

One night Nasreddin awoke, thinking he had heard a strange noise outside his window. Looking out, he saw a suspicious white figure.

"Who goes there?" shouted the Hodja.

Hearing no reply, Nasreddin reached for his rifle, loaded a bullet, took aim, and shot in the direction of the mysterious figure. Satisfied that the intruder now would do him no harm, Nasreddin returned to bed and slept until dawn.

By morning's light he examined the scene outside his window, only to discover his own white shirt hanging on the clothesline and pierced by the bullet that he had fired during the night.

"That was a close call," murmured the Hodja. "My own shirt, shot through by a bullet! What if I had been wearing it at the time!"

Questions: I know what the expression means, but I would like to know why such a situation is called "a close call." Are there any other equivalents in either English or Chinese? In short, we would usually say "That was close!" but why a close "call"?

TIA!