Sure, but aren't the proteins produced by the vaccine virtually identical to the ones produced by the actual virus?
If so, the calculus looks like this:
1) Take the vaccine and accept the (unknown, but apparently quite small) probability that something in your body will react very negatively to the generated viral proteins.
2) Get the virus, accept the probability (also unknown, but the same as in 1) that something in your body will react very negatively to the viral proteins, plus accept the additional risk of being infected by the actual virus.
I guess the third possibility would be to refuse the vaccine and gamble that you won't get the virus, either.