I've wondered this too. There are lots of anecdotes about coughs that stay for a long time after a cold or not feeling right for some time after the flu. How much study has there been of these.

And frankly, how much of a placebo effect is there? People rush to point out how many (the majority) of vaccine reactions can be explained by placebo / nocebo or just spurious correlation between vaccination and some other event. I agree fully with this, it's common sense. But no doubt it also applies to actual infection. Anything contemporaneous or in the weeks afterwards is going to be "long covid". Have there been any studies that disentangled this somehow?