There is only one study to estimate the effectiveness of the mrna vaccines. It was quite small, and performed only on those who received pristine mrna injections.
It's come out that the mass produced vaccine has significant mrna degradation. It's unclear how many people's vaccines were even effective.
Additionally you have 9 Yankees players who were fully vaccinated contracting the virus, so its not 95% effective in preventing infection and there's a very real risk of Merek's disease as a result.
Furthermore, Pfizer is on record as saying a 3rd dose will be needed. Meanwhile, natural immunity has been shown to be robust and long lasting.