There are 2 parts to it -
The first is the fear of a further dangerous variant and this is made much more likely the more people who are infected so by increasing your potential for infection by being unvaccinated you are potentially making it more likely.
The second is better explained by the CDC below. This was an early post but the later data now confirms this
Fully vaccinated people with Delta variant breakthrough infections can spread the virus to others. However, vaccinated people appear to spread the virus for a shorter time: For prior variants, lower amounts of viral genetic material were found in samples taken from fully vaccinated people who had breakthrough infections than from unvaccinated people with COVID-19. For people infected with the Delta variant, similar amounts of viral genetic material have been found among both unvaccinated and fully vaccinated people. However, like prior variants, the amount of viral genetic material may go down faster in fully vaccinated people when compared to unvaccinated people. This means fully vaccinated people will likely spread the virus for less time than unvaccinated people.
