We've had no reports over 15 years of use that Buzzy changes the absorption of drugs or injected treatments.
Vibration has been used to enhance absorption through intact skin for permeable drugs, and internally for oral drugs. https://www.sciencedirect.com/science/article/pii/S0169409X21001885
Most likely, the mechanism of increased absorption is vasodilation, which is mediated by nitric oxide release. (e.g. Syabaria Healthcare (Basel). 2023 Jan 9;11(2):191. doi: 10.3390/healthcare11020191, Johnson JM et al Frontiers Biosci 2 *825-53).
Clinically, we've had the devices used for diabetes for over 15 years with no reports of increased uptake (with subsequent hypoglycemia) or decreased insulin uptake (with decreased efficacy). As the device is proximal or even adjacent to the site of administration, it's difficult to anticipate much effect.