Because I am vaccinated I am much less likely to become infected. However, 'less likely' does not equal 'impossible' - if the vaccines at 95% then I have a (0.05 times X)% chance of becoming infected if the local infection rate is X%.
In Jefferson County (i.e., Louisville) we have a population of 767,419 and yesterday 113 new cases were reported. (Per the Johns Hopkins dashboard.) I don't have (or can't find) figures for the month but let's assume that the number is typical and that there are 25 days in a month (figures drop at the weekend) so the monthly new infection rate is (25 x 113) / 767.419 = about 0.4%. So I have about a 0.02% chance of being infected in the next month. That's not a high risk but it's not zero. (Just to give some perspective, there are around
10,000,000 airline [i.e., not civil aviation] flights per year in the US. (FAA figures.) If 0.02% of them crashed, we'd be looking at 2,000 major accidents a year or about 150 a month.)
Worse, and to the point, the vaccine reduces effects in the vaccinated. Of course that's good news. But the reason I say 'worse' is this: if I become infected, it is very likely I will be asymptomatic or only mildly symptomatic. I might be infected and not even know. But asymptomatic people are quite capable of spreading the virus. It is even possible that vaccinated people may become more responsible for transmitting the virus than the unvaccinated.
None of this is an argument for not getting the vaccine. But it is the reason that I continue to wear a mask when I am at the supermarket. I am certain that many of the maskless are also - contrary to CDC and state guidance - unvaccinated but no-one checks.