Well, you could say the same for most any medication. Every single one them has side affects. You take the medication when the benefits out weigh the side affects...

When I was working in mental health I cared for a lot of patients with severe cases of schizophrenia. But, as bad as that disease is, the side affects of the meds to treat it were almost as bad. So, we had a lot of patients who would not take their meds because they preferred the disease to meds...

For statins: They can help keep your arteries from clogging up which can help prevent things like heart attacks and stroke and other nasty diseases. It is a personal decision whether the good of possibly preventing a heart attack outweigh the bad...

For myself: I have high cholesterol, High Blood pressure, I have a strong family history of heart disease, I'm a guy and I'm over 60 -- and every one of those things increases my odds of having a heart attack, stroke, dementia, etc...
... I choose to take the statin and try to manage the side affects as best I can.