Fair enough, but you are comparing a sure event (if you decide to get the vaccine) and a contingent one (getting covid). It's impossible to declare any of both as a clear winner. Furthermore the risk difference is negligible when compared to daily activities (like driving or making the dinner).
One of the problems here, and the source of a lot of trouble it's that sending nuanced messages it's very hard and goverments feared that being cautious could affect negatively to vaccination rates. So they took the simplistic path of presenting the vaccines as a silver bullet for everyone (and they were but in a very varying degree).
I can understand that decision but at the same time, it has thrown a lot of fair "skeptics" under the bus.