Because the mechanism of the vaccine doesn't really indicate any long term consequences. The mRNA vaccines won't stick around more than a few days, the gene therapy vaccines about as long. If there is nothing to cause long-term effects there shouldn't be any. Moreover, the damn things have been in use for months and there haven't been any documented.
On the other hadn't COVID definitely can cause long term effects, including but not limited to respiratory complications, brain fog, tumors, and lots of others up to an including death.
We need a lot more facts about these long term effects. Their rate, and a lot of study indicating causation vs correlation. Just because someone starts to have brain fog just after getting covid, doesn't necessarily mean covid gave it to him, but I'm preaching to the choir, you know that, just like just because someone dies just after getting the vaccine doesn't necessarily mean the vaccine killed him.
Right now I don't see that we have any kind of grasp on the statistics of these long term effects. And of course they need to be related to whether a person had an underlying condition. Respiratory complications caused by covid in someone with pre-existing lung disease is very different from a healthy person ending up with respiratory problems. All I've seen about this, so far, is anecdotal.
All of this the same applies to the vaccine too of course. Right now we don't know enough about either.