Sure we do. mRNA vaccines have been under development for over a decade now. And while none have been approved for human use yet, it's not for lack of safety data. There have been zero serious adverse events reported in the Moderna or Pfizer phase 1, 2, and 3 trials. The only side effects are mild fatigue, headache, and soreness that you would associate with an immune response. Furthermore there is no possible way that the vaccine can even cause long term effects; the mRNA breaks down naturally in the body almost immediately. Any side effects will be immediately present and related to acute immune response. Worrying about some vague long term "what if" problems that have no mechanism for action is just non-scientific magical thinking.