People are more likely to experience complications caused by having their wisdom teeth pulled than they are from keeping them in their head, according to several studies cited in this Fusion article by Rob Wile.
Indeed, Britain's National Health Service now advises the following on wisdom teeth removal:
Your wisdom teeth don't usually need to be removed if they're impacted but aren't causing any problems. This is because there's no proven benefit of doing this and it carries the risk of complications.
Even if they're impacted!