You can never know if the vaccine made it less bad. If you don't like anecdotes about how tame covid was w/o vaccines, don't say things like "it would have been worse w/o the vaccine".
But statistically it is. Unvaccinated people die more. Vaccinated people die less. You can't _know_ in a meaningful sense in your specific instance, but your risk is what it is no matter what. I'm not sure what's hard about this.
I'm not going to prove to you that vaccines work, sorry. Do your own homework, but remember that you're (probably) not an immunologist. Do what thou wilt.