Yes, we have less data on newer drugs, but TNF inhibitors are currently the go-to medication for many autoimmune disorders, including Crohn's and UC.
Infection risk is currently the case with all current medications that act on the immune system. In all cases we are merely suppressing some pathway where the end goal is to reduce the immune response.
ThatMs really the best we can do until we actually identify the causes, and can address that rather than "dialing down" our immune systems.