That's just not practical. If the FDA waited for a clinical trial of 5000 people before approving Herceptin, for example, the drug would most likely not have been approved yet. Worse, it might never be approved, because the costs of conducting such large clinical trials might be prohibitive. That leaves 20,000 - 25,000 or so women with HER2 breast cancer who would not have had access to the drug, so far, and counting. Many of those women have seen a longer life of higher quality with Herceptin than they would have seen without Herceptin.
All drugs have risks.
The problem is to determine what level of risk is acceptable compared to the benefit. Certainly, a higher level of risk is acceptable for a life-threatening disease like cancer than for a less serious disorder like, say, baldness. That's close to one death from Herceptin for every two thousand women using the drug. Well, yes and no. Mostly, it alerted physicians and patients to newly-found dangers of Herceptin.