We give a combinatorial proof that the set of points associated to a self-dual code with no proportional columns is arithmetically Gorenstein if and only if the code is indecomposable. This answers a question asked by Tohăneanu. We do so by providing a combinatorial way to compute the dimension of the Schur square of a self-dual code through a zero-one symmetrization of a systematic generator matrix. Our approach also allows us to compute the Gorenstein defect. As a consequence, we obtain a combinatorial characterization of arithmetically Gorenstein self-associated sets of points over an algebraically closed field. We also show that, for any finite field, almost all self-dual codes of large length are indecomposable, and hence their associated sets of points are arithmetically Gorenstein.

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