There is a lot of research into vaccine development for crypto. The aquaculture industry, especially in Asian countries, is extremely interested in crypto cures because the parasite can destroy entire facilities. The monetary incentive is actually very high. Here are a few papers on the subject of crypto vaccines:
Comparative studies on the immunogenicity of theronts, tomonts and trophonts of Cryptocaryon irritans in grouper
http://www.ncbi.nlm.nih.gov/pubmed/17926065
Immune protection of Mozambique tilapia (Oreochromis mossambicus) exposed to different infectious doses of ectoparasite (Cryptocaryon irritans).
http://www.ncbi.nlm.nih.gov/pubmed/21739314
Elicited cross-protection and specific antibodies in Mozambique tilapia (Oreochromis mossambicus) against two different immobilization serotypes of Cryptocaryon irritans isolated in Hawaii.
http://www.ncbi.nlm.nih.gov/pubmed/21385614
A novel protein isolated from the serum of rabbitfish (Siganus oramin) is lethal to Cryptocaryon irritans.
http://www.ncbi.nlm.nih.gov/pubmed/20117218
Additionally, science has developed plenty of potent flea killers, but as their use increases so does parasite resistance by virtue of evolution. Just like bacteria, it's a constant battle to find new active agents. It's not a "one and done" situation.
Finally, GlaxoSmithKline developed a lyme disease vaccine in 1998 AND its FDA approved. It provides protection to 76% of people who receive it.
http://www.ncbi.nlm.nih.gov/pubmed/11257352
Lyme disease is also readily treatable in the early stages with standard antibiotics. Chronic infections or infections of the brain are harder to treat, but the disease rarely progresses this far, and its probably why the vaccine isn't well known. Easily treatable diseases with low mortality and low infection rates don't require vaccination.