The mechanism of action is actually a good reason to believe lots of things about them long term.
The mRNA is delivered, causes cells to express proteins and is naturally broken down (it's normal for the body to sweep up mRNAs over time).
Once the mRNA is gone, the long term effect is the immunity, which there's no reason to expect it to be different than immunity to similar antigens, which is something that is well studied.
So the immunity side of it is not a radical departure (antigens are presented to the body) and the delivery/mechanism is quite clear and has a natural brake (mRNA degradation).