Even if thiomersal is more effective at killing bacteria than at killing humans, there are no doubts that it is also toxic for humans and for any other animals.
While the thiomersal dose injected together with a vaccine is small enough so that in most cases it will not cause damages before being eliminated from the body, the risks are not negligible.
To willingly inject yourself with poison, even in a quantity that hopefully will not hurt you, seems rather stupid.
Better alternative bactericides must be found for vaccine preservation.