Q: Does all medicine go through a rigorous efficacy testing that is certified by the FDA?
A: Yes.
Q: Do vaccines?
A: No.
Q: Why?
A: It would be unethical.
This is surprising to people who don't know how vaccines are made.
edit: removed hyperbole
It's not been done once by modern western medicine because it would be unethical by modern medical practices to intentionally infect a person.
If you give 40,000 people a random mix of placebo and vaccines and then monitor whether or not they contract the target disease, you get an indication of efficacy by comparing the vaccinated group to the placebo group.
Please explain how would your proposal be any more valid than a proper controlled study where you do the treatment on portion of your participants and wait how it works out for them.
It likely would have been good to do challenge trials with the vaccine groups (to speed up the testing). It would of course not be nice to do it with the placebo group.
But you are plucking a single evidentiary standard out of some dark place and then asserting that it is the only useful one. Of course it is not, and Phase 3 vaccine trials are well designed to provide clear evidence of effectiveness. Go look up the Pfizer result going around on the memes if you don't believe that.
Arguably, releasing your subjects into an environment full of live virus, such as the United States, is a kind of challenge study, which rapidly delivers efficacy data. This is why approval could happen so much faster than usual for these vaccines.
It's never been done that I have seen.
Edit: removed hyperbole
Scientific method require each person be equally exposed to the virus under strict lab conditions.
Keep in mind that even under strict lab conditions your results would never be 100% certain.
There have even been studies where the vaccine that you get in the control arm of the study is the vaccine against Meningitis and then after a year or two they do give you what ever vaccine you had not received yet. (Sorry, forgot against which disease the vaccine under test was protecting.)
And of course there is double blind studies where you get three injections, one of which is saline, two are active. They are given a few weeks apart, you don't know the order and they check antibody level in the blood every week.