When one loans their money to a bank or credit union, they give ownership of that money to the bank. It is a loan to the bank. Thinking it is "my money," might give one the same comfort that Santa gives to children, but it is false and will be a mistake if you invest ALL your money into banks.
If the money that I loan to a bank was actually still my money, the bank would have to ask my permission to use those fund every time they wanted to make money with it.