KABUL—A former journalist who worked for Afganistan’s finance ministry was shot dead by gunmen in the southern city of Kandahar on Thursday, provincial officials said, as violence mounted across the country amid a U.S. troop withdrawal. No group immediately claimed responsibility but government officials and Western powers usually blame Taliban insurgents for such attacks, which they deny. Nimat Rawan, a former news anchor at ToloNews, Afghanistan’s largest private television station, was shot dead on Thursday morning, provincial police spokesman Jamal Naser said. Police were investigating, he said. Many similar killings have taken place in recent months, often targeting journalists, civil society activists, government officials, and judges. Taliban spokesman Zabihullah Mujahid denied the terrorist group was behind the shooting of Rawan in Kandahar. In tweets on Wednesday, Mujahid had warned against “propaganda and one-sided broadcasts” by some media outlets. “If this continues, the responsibility for the next steps will fall on …