Probably every drug has risks, many higher than the 1:1,000,000 reported for AZ/J&J. It's always a balance between the risk untreated vs. treated - many cancer drugs will kill you, but slower than they kill the cancer. Contraceptives have various issues, but their "social good" is deemed worthwhile.
I've read that they are doing gene analysis to try and determine why these cases appear - is it gender, age, cross-reactions with other meds, ...? And recall that some of these conditions appear without obvious causes. If they're due to an overly aggressive immune response, recall that the cytokine storm caused by covid in such cases is what attacks the lungs (why immunosuppressants are used as treatments).
And nobody understands Long Covid.