It's quite possible that some people will eventually contract COVID-19 and die from it, even several weeks after getting their last immunization shot (supposedly at a point when they're fully protected). It just didn't happen in any of the trials.

If anyone wants to look at the raw phase 3 numbers:

Pfizer numbers: 43,448 participants received injections (21,720 the vaccine and 21,728 the placebo); 8 cases of COVID-19 in the vaccinated group and 162 in the placebo group, 9 were severe (8 of those in the placebo group).

Pfizer study: https://www.nejm.org/doi/full/10.1056/NEJMoa2034577?query=fe...

Moderna numbers: 30,420 participants, evenly split with 15,210 in each group, over 96% got both injections. There were 185 symptomatic cases in the placebo group and 11 in the vaccinated group. 30 participants had severe cases including one causing death: all were in the placebo group.

Moderna study: https://www.nejm.org/doi/full/10.1056/nejmoa2035389