An ideal parasite is able to thrive in the host without harming it then why did not natural selection lead to the evolution of such totally harmless parasites.

No species is completely wipped out from nature. Evolution is a stochastic process based on chance events in nature.

By definition parasites need their hosts for various activities like for food,for shelter , for completing their life cycle etc. Natural selection did not lead to such evolution because if the parasite become harmless then they show commensalism not parasitism. Parasites does not survive after being harmless. By the help of natural selection they evolve themselves to find other ways to infect host cells . They cannot be totally harmless by evolution or by natural selection.