You gain the most benefit from a flu shot when your immune system is, in fact, working perfectly. A shot "educates" your immune system by "showing" it what the pathogen "looks" like; later, when your immune system encounters that pathogen, it is ready to protect you.
If your immune system does not work perfectly, then a vaccine might not "educate" it very well and the pathogen can still make you sick. Maybe not quite as sick as you would become without the vaccine, but still sick.
Don't forget the millions of flu strains out there. If you get vaccinated for the wrong strain you won't necessarily have a strong cross immunity to the unlike strain. You are certainly better off with it(the vaccination) than without it but CDC has guessed wrong in the past.
I understand the potential benefits of a flu shot, but I would rather not put myself at risk for no reason. I am 54 years old and perhaps had a bothersome case of the flu 2 or 3 times during my life On the other hand medical treatment especially when not actually needed is pretty risky
From my link above.
Iatrogenesis is a major phenomenon, and a severe risk to patients. A study carried out in 1981 more than one-third of illnesses of patients in a university hospital were iatrogenic, nearly one in ten was considered major, and, in 2% of the patients, the iatrogenic disorder ended in death. Complications were most strongly associated with exposure to drugs and medications. In another study, the main factors leading to problems were inadequate patient evaluation, lack of monitoring and follow-up, and failure to perform necessary tests.
In the United States, figures suggest estimated deaths per year of:  
12,000 due to unnecessary surgery
7,000 due to medication errors in hospitals
20,000 due to other errors in hospitals
80,000 due to nosocomial infections in hospitals
106,000 due to non-error, negative effects of drugs
Based on these figures, iatrogenesis may cause 225,000 deaths per year in the United States (excluding recognizable error).