I was researching stuff for another post I was going to make (didn't end up making it), but I think it's worth adding an caveat to your point re parasitic vaccines, namely that we do have anti-parasitic vaccines for livestock [0]. This is not an attempt to down play the general difficulty of anti-parasitic vaccines in general, or of malaria especially. My understanding is that malaria is sufficiently nasty that even repeated childhood exposure typically only grants partial immunity - as opposed to say some other nasty like smallpox or measles which grants much fuller acquired immunity.

[0] http://www.oie.int/doc/ged/d4014.pdf