Well for one its easy to recognize bacteria as outsiders say by their f-met amino acid or by their ribosomal structure. 2nd eukaryotic parasites like worms are confined themselves to either skin or lower digestive tract cellular immunity does not work at this level.
But say ur to send a worm in a wound u would get inflammation.
The immunity expressed as the result of parasite infections is quite different ot that expressed at bacteria. Parasites can infect by different routes and infect different part of the body. Different effector mechanisms may be needed for different developmental stages of a parasite. Parasite infections generally stimulate a wide range of effector mechanisms, both cellular and humoral arms of the immune system. However there is considerable "redundancy" in that if one mechanisms doesn't work another does. Further still parasites express a number of molecules that can subvert immune responses in a variety of ways, in the case of some parasite infections for along long.