You're right. Ban dancing. And bicycles. And cars, of course.
The point is, you ARE taking a chance, every day that you go outside, that you will encounter the real live Coronavirus. Assuming you're young and have no risk factors, your chances of dying are somewhere under 1%. Let's say 9 out of a thousand. That's still more than a thousand times higher than the risk of getting this blood-clotting side effect.
So the question is, are you taking a big risk or a small risk?