It's not just a parasite - it's a protist. An online search led me to a snippet from a paywalled online study site that has this text:

"Biologically, a protist-disease vaccine is more difficult to develop due to the mechanism and pathophysiology of diseases such as malaria and chagas."

More on vaccines for protozoal diseases:

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3961066/

Specifics on the difficulty with a vaccine for malaria:

https://www.malariavaccine.org/malaria-and-vaccines/vaccine-...