In most cases of biological/obligatory transmission, there is a mutualstic or a symbiotic relationship of some kind between insect vectors and transmitted pathogens, which usually indicates a long evolutionary relationship. In a few cases however, the pathogen affects the vector negatively but not in a very serious way since in many cases the vector is the only way for pathogen transmission in nature.
For the plasmodium: the sporozoites do not come in direct contact of circulatory system of mosquito while in human directly come in contact with circulatory system and then to hypatocytes therefore it does not infect mosquito but humans.