My GF and I, both Moderna double vaxxed, were exposed to Covid last year. Same place, same time, she got it, I did not.
I still quarantined the whole time but not a sniffle, no fever, multiple negative covid tests for myself.
If the HIV vaccine works, some people will still get HIV given enough exposure at just the right time, for instance, undergoing cancer treatment notoriously wrecks your immune system, so you might be at risk even with a vaccine then.
You can still get the mumps and measles and everything else you've been vaccinated against given the right circumstances, but you do have far more protection against it than without the vaccines, and in an ideal world where every person was completely vaccinated and any sources of animal to human exposure were eliminated, then should your immune system suffer a setback there wouldn't be anything around you to take advantage of your weakness.
That is what herd immunity is, which was never supposed to be "if 90% of the population is vaccinated then the other 10% are safe" (which is a whole different story).