> Without time for a study, wouldn’t it make sense to assume the most common thing, that a natural infection provides more immunity than the vaccine?

No, actually; the actual infection sometimes misfires, leaving dud spike proteins outside the cells. If the immune system finds those first, it'll attack the dud spike proteins instead of the still-functional spike proteins, attacking all the viruses that failed to get into the cells instead of all the viruses that might succeed. The mRNA vaccine doesn't produce real, active viruses, so it doesn't have this problem.

> Taking the line of reasoning where we assume the worst case scenario until proven otherwise, would it be reasonable to assume long term medical issues from the vaccinations?

Assuming the worst-case scenario until proven otherwise doesn't work like that. You have to look at the entire range of uncertainty, and choose the worst-case scenario for each question.

Example: you want to know, worst-case, how many people will die from car crashes on a road in a year, so you assume that the cars involved in collisions are travelling at the fastest recorded speeds on that road (or in the 90th percentile of speeds on similar roads, or something). But if you want to know, worst-case, how long it'll take to travel the road, you should assume there'll be loads of traffic jams, or the road will be closed.

So here's a worst-case scenario if people don't get vaccinated, bounded by my amateur knowledge of epidemiology: there's a large enough infected population passing the disease around for a really deadly, fast-spreading variant to emerge, and its antigens are different enough from normal that everyone currently vaccinated is susceptible, hundreds of millions of people die, and COVID becomes a seasonal (but much more deadly) illness, killing hundreds of millions again every few years until it reaches an equilibrium of sorts. (A real epidemiologist would know more, which would probably lead to a less apocalyptic worst-case scenario prediction – but it might lead to an even worse one.)

Here's a worst-case scenario if people do get vaccinated: everyone is vaccinated, COVID-19 starts going away, then a month later, it turns out that the vaccines – and real COVID-19 infections (there's no mechanism in the vaccines that isn't also in SARS-CoV-2, excluding the needle / delivery mechanism) cause some complicated, heretofore-unknown-to-science time-delay mechanism that causes a severe allergy or autoimmune condition. Thousands die before we identify the problem, and tens of thousands die before our politicians get their acts together and authorise the mass distribution of anti-allergy / immunosuppressant medication (which we already have manufacturing plants and distribution networks for). We live with the aftermath, but getting infected would've been just as bad.

This second scenario is a lot less realistic than the global apocalypse one, because I had to pull side effects out of my ass. If the vaccines caused chronic fatigue syndrome, which is the only COVID-19-induced disorder caused by a mechanism that the vaccines could share (because we don't know what causes it), it would've started happening already. But it hasn't. Assuming some arbitrary thing we have a fair bit of evidence against is not how you do worst-case scenarios, and it certainly shouldn't be how you do actual planning.