Because vaccines are not 100% effective. You have 4 groups of people:
1) Immune (because of vaccine or natural)
2) Not immune, but no disease found
3) Not immune, disease carrier, but not sick
4) Not immune, disease carrier, sick
Group 1, Immune people are good, always. However, some people that do get the vaccine will not end up with immunity and thus end up in group 2. However, if these group 2 people come in contact with group 3 or group 4 then they become group 3 or group 4 people. The larger the pool of group 2/3/4 people, the larger the chance a group 2 comes in contact with a group 3 or 4.
(Depending on the disease people can stay in group 3 forever, or for a limited amount of time before moving to group 4)
So, by not begin vaccinated, you increase the chance of getting the disease, and also increase the chance of transmitting that disease to other people.