It's not logically valid to say that the risks from a known drug are higher than the risks from a drug that still has unknowns.
Some approved drugs have a list of known, harmful and pretty serious side effects longer than the old fashioned phone book. The main difference is that drugs are given to someone with a condition, and presumably that condition is (much) worse than whatever side effects a drug can have. Vaccines on the other hand are given to "every" healthy individual so you can't accept much risk from 'em. Here (Norway) there was some debate as to we could even administer AZ after what was discovered as it was, at best, doubtful you could administer a vaccine with a meaningful probability of death for young, healthy individuals - we had six deaths in 140k shots of AZ administered. The only exception in use is, apparantly, the vaccine against dengue fever. But since we have no dengue fever in the country there aren't that many who get it each year.
An example (Remsima)
https://www.medicines.org.uk/emc/files/pil.3709.pdfVery common: may affect more than 1 in 10 people
• Stomach pain, feeling sick
• Viral infections such as herpes or flu
• Upper respiratory infections such as sinusitis
• Headache
• Side effect due to an infusion
• Pain.
Common: may affect up to 1 in 10 people
• Changes in how your liver works, increase in liver enzymes (shown in blood tests)
• Lung or chest infections such as bronchitis or pneumonia
• Difficult or painful breathing, chest pain
• Bleeding in the stomach or intestines, diarrhoea, indigestion, heartburn, constipation
• Nettle-type rash (hives), itchy rash or dry skin
• Balance problems or feeling dizzy
• Fever, increased sweating
• Circulation problems such as low or high blood pressure
• Bruising, hot flush or nosebleed, warm, red skin (flushing)
• Feeling tired or weak
• Bacterial infections such as blood poisoning, abscess or infection of the skin (cellulitis)
• Infection of the skin due to a fungus
• Blood problems such as anaemia or low white blood cell count
• Swollen lymph nodes
• Depression, problems sleeping
• Eye problems, including red eyes and infections
• Fast heart beat (tachycardia) or palpitations
• Pain in the joints, muscles or back
• Urinary tract infection
• Psoriasis, skin problems such as eczema and hair loss
• Reactions at the injection site such as pain, swelling, redness or itching
• Chills, a build-up of fluid under the skin causing swelling
• Feeling numb or having a tingling feeling.
Uncommon: may affect up to 1 in 100 people
• Shortage of blood supply, swelling of a vein
• Collection of blood outside the blood vessels (haematoma) or bruising
• Skin problems such as blistering, warts, abnormal skin colouration or pigmentation, or swollen
lips, or thickening of the skin, or red, scaly, and flaky skin
• Severe allergic reactions (e.g. anaphylaxis), an immune system disorder called lupus, allergic
reactions to foreign proteins
• Wounds taking longer to heal
• Swelling of the liver (hepatitis) or gall bladder, liver damage
Uncommon: may affect up to 1 in 100 people
• Feeling forgetful, irritable, confused, nervous
• Eye problems including blurred or reduced vision, puffy eyes or sties
• New or worsening heart failure, slow heart rate
• Fainting
• Convulsions, nerve problems
• A hole in the bowel or blockage of the intestine, stomach pain or cramps
• Swelling of your pancreas (pancreatitis)
• Fungal infections such as yeast infection, or fungal infection of the nails
• Lung problems (such as oedema)
• Fluid around the lungs (pleural effusion)
• Narrowed airway in the lungs, causing difficulty breathing
• Inflamed lining of the lung, causing sharp chest pains that feel worse with breathing (pleurisy)
• Tuberculosis
• Kidney infections
• Low platelet count, too many white blood cells
• Infections of the vagina
• Blood test result showing ‘antibodies’ against your own body.
Rare: may affect up to 1 in 1,000 people
• A type of blood cancer (lymphoma)
• Your blood not supplying enough oxygen to your body, circulation problems such as narrowing
of a blood vessel
• Inflammation of the lining of the brain (meningitis)
• Infections due to a weakened immune system
• Hepatitis B infection when you have had hepatitis B in the past
• Inflamed liver caused by a problem with the immune system (autoimmune hepatitis)
• Liver problem that causes yellowing of the skin or eyes (jaundice)
• Abnormal tissue swelling or growth
• Severe allergic reaction that may cause loss of consciousness and could be life-threatening
(anaphylactic shock)
• Swelling of small blood vessels (vasculitis)
• Immune disorders that could affect the lungs, skin and lymph nodes (such as sarcoidosis)
• Collections of immune cells resulting from an inflammatory response (granulomatouslesions)
• Lack of interest or emotion
• Serious skin problems such as toxic epidermal necrolysis, Stevens-Johnson syndrome and acute
generalised exanthematous pustulosis
• Other skin problems such as erythema multiforme, blisters and peeling skin, or boils
(furunculosis)
• Serious nervous system disorders such as transverse myelitis, multiple sclerosis-like disease,
optic neuritis and Guillain-Barré syndrome
• Inflammation in the eye that may cause changes in the vision, including blindness
• Fluid in the lining of the heart (pericardial effusion)
• Serious lung problems (such as interstitial lung disease)
• Melanoma (a type of skin cancer)
• Cervical cancer
• Low blood counts, including a severely decreased number of white blood cells
• Small red or purple spots caused by bleeding under the skin
• Abnormal values of a blood protein called ‘complement factor’ which is part of the immune
system
• Lichenoid reactions (itchy reddish-purple skin rash and/or threadlike white-grey lines on
mucous membranes).