Sure. I am comparing vaccination vs no vaccination when I make this statement, and yes, getting infected is in most cases worse than getting vaccinated.
To elaborate, the risk of getting vaccinated is that whenever you activate the immune system with a vaccine, there is chance that something bad happens, such as your body creating antibodies that cross-react with antibodies on your own cells, leading to minor, or if you’re very unlucky, severe autoimmune reactions. This has nothing specifically to do with vaccines, just the way the immune system works. Granted you get that same risk when you get infected with a pathogen, albeit probably a bit higher risk with getting infected than vaccinated because the immune responses are stronger when infected and the chances of something going wrong higher. The only way to avoid this risk completely is to avoid both infection and vaccination. Of course that is not possible, but what you can do is estimate how likely you are to get some infection and how serious that infection is and then decide on whether to get a vaccine based on that. If you have very low chances of getting some infection, maybe not getting vaccinated is the better choice. Maybe not. It’s hard to say.
As far as potential long term downsides from getting vaccinated. Every time your immune system encounters an “enemy”, be it from a vaccine or an infection, and it responds appropriately, the body will develop immunity to that enemy. It does this by training memory B-cells and T-cells that recognice the antibodies on the enemy so if you get exposed to it in the future your immune system will respond fast and destroy it before you get significantly ill. This is all good, except that each time your body does this, the new memory cells take up immunological space and leave less left for novel future infections.
Here is an analogy. Imagine you live in a city with 1000 police officers. Whenever some terrorist arrives in the city, eventually some police officer catches him and neutralizes him. And when he does so he remembers what he looks like and also hands 9 other police officers a picture of how the terrorist looks like. Now we have 10 officers that know how this terrorist looks like and they now get orders to only look out for this terrorist. If a new terrorist comes in town, the 10 officers will not notice, because they have been dedicated to recognize this single one and be blind to anyone else. This leaves only 990 officers left to recognize new terrorists. Every time a new terrorist arrives, ten new officers get dedicated to recognize that one and the number of remaining officers decreases. In many years you might end up having 500 officers dedicated to varioius terrorists that have entered the city leaving you with only 500 left to recognize new ones. This makes the police in the city half as efficient at recognizing new terrorists than in the beginning when you had 1000 officers free to recognize new ones because the total space only allows for 1000 officers in the city. The immune system is a bit similar in that there is only room for so many B- and T-cells in the body. Some of them are naive and ready to recognize new pathogens. Every time you get exposed to a pathogen or a vaccine, a number of B- and T-cells gets dedicated to that pathogen and the number of naive B- and T-cells decreases. This is one reason why immunity declines with age and why old people don’t respond as well to vaccines as young people. They don’t have as many police officers that are free to recognize new enemies because so many of them have been dedicated to recognize some old enemy.
This is how every time you get exposed to vaccines or catch an infection your immune system gets older in at least one aspect, that is, the immunological space decreases. Granted this won’t be a problem for average people until they get quite old and their immunological space gets pretty full, but if you’re thinking about longevity, this may be a factor worth considering. I would think that if someone were to get most of the available vaccines for all kinds of diseases in the course of one year, I bet that his responses to new infections and vaccines would decline significantly reflecting aging of his immune system.
In contrary to this. It’s pretty clear that getting infected with a pathogen is usually far worse than getting vaccinated against that pathogen because when you get infected you usually get a much stronger inflammatory reaction which is harmful for aging. So in a lot of cases if you have good chances of catching something, getting vaccicnated against it is probably a good idea. If on the other hand, the chances of you catching something is very low, then maybe you should weight the options and consider skipping the vaccine.
Just to be clear. I have nothing against vaccines. I’m just pointing out that there is no such thing as free lunch here. Everything has downsides.