The key here is all numbers and odds. People who have the vaccine don't build viral load to the same extent that people who don't have the vaccine. This vaccine was also tailored to the original vaccine strains, and now we have mutations running around which were NOT tested on this vaccine. Preliminary reports seem to indicate that the vaccine is effective, but not as effective against strains like Delta. So if you are looking at it in terms of odds and chances, your chances at catching COVID are highest if you don't have the vaccine, and in areas which are seeing high level outbreaks. They are much lower if you vaccinate. They are lowest if you aren't around people who have covid.
The key to beating covid is to give it as few chances as possible to replicate and mutate. The vaccine does this really, really well is what the preliminary results are showing. Break through cases exist, but aren't as common as unvaccinated cases. Vaccinated cases are also less likely to pass the virus on. They are also much less likely to take up highly needed health resources. None of this is 100%, but every time we push people into the lowest rungs of risk, it makes it harder for COVID to spread.