> If we have a vaccine candidate that is safe, is there any reason not to give it in mass before knowing if it works?

Yes. In some cases, the wrong kind of immune response can cause antibody-dependent enhancement (https://en.wikipedia.org/wiki/Antibody-dependent_enhancement), where the immune reaction enhances the severity of the virus.

This is not terribly common, but alas this exact mechanism has been seen in earlier work on SARS.

Also, during the H1N1 scare a vaccine used in Europe caused some people to develop narcolepsy (though perhaps more would have gotten it from the virus itself without a vaccine). It can be hard to determine that something is “safe” quickly.

SARS-CoV-2 is also at a really awkward point in the fatality curve (with the best estimate of the IFR being around 1%) that you really want to do something, but you also can't really accept a significant chance of that something having a significant side effect.