The government acknowledges that. In fact, there is something called the National Vaccine Injury Compensation Program that financially compensates people for injuries and death related to vaccines. Over the last 20 years, this fund has paid out close to $2 billion in compensation for several thousand injuries and about 1000 deaths. See this page for more info:

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The question isn't are you going to be smart and be vaccinated or be dumb and not be vaccinated. It's about weighing the risks of each. Currently, the risk from the flu seems to be pretty small. We don't know what the risk from the vaccine is because it hasn't been out there long enough.