and in the same breathe, the risk is closer to zero than not.

Sure but specifics count. 49% is also closer to zero than it is to a 100%.

Complications from vaccines are not anywhere close to 49% if that is what you are insinuating.

Life is generally not zero risk :)

I believe you are right. Including amorous congress and vaccines

What's the risk of a vaccine? What could happen?

Any infection risks sensitizing the immune system against some aspect of the human body. More likely with more severe infections, but not even a pseudo-infection is completely immune from it as it's a property of the immune system, not of the vaccine. The risk is very low, not zero.

(And dengue fever has the nasty property of making subsequent infections worse--and the vaccine does the same thing. Thus you get the really weird risk balance of only vaccinating those who have already had it. Also, Covid is prone to causing myocarditis--and the vaccine carries a small risk of doing the same thing. AFIAK no vaccine caused case is serious, though.)