I suppose it depends on the disease. I have read rather conflicting research about whether certain DMARDs/Biologics actually increase cancer rates, infections, etc..
I'm about the furthest thing from a expert one can be in regards to this topic, but I will say that I have always purposely tried to stay away from those medications "just in case." I am also in a fortunate enough situation that I am not required to go on such medications despite having the option in order to live a mostly normal life.
I'm not some "big pharma bad" person, but something about those medications have never sat well with me. I suppose for many, the risk of the cure outweighs the risk of the disease. But in regards to something as integral as the human immune system, I real do not want to "fuck around & find out" as people say these days. Until there is a legitimate cure or safer medicines, I suppose I am (dis)content with the level of disease activity I currently have.