Several reasons have been proposed.
We suggest that complex cycles in helminths without penetrative infective stages evolve by two essentially different processes, depending on where in the cycle a new host is inserted. In ‘upward incorporation’, a new definitive host, typically higher up a food web and which preys on the original definitive host, is added. Advantages to the parasite are avoidance of mortality due to the predator, greater body size at maturity and higher fecundity. The original host typically becomes an intermediate host, in which reproduction is suppressed. In ‘downward incorporation’, a new intermediate host is added at a lower trophic level; this reduces mortality and facilitates transmission to the original definitive host.
--Evolution of complex life cycles in helminth parasites
Despite these advantages to omitting hosts, the majority of digenean trematodes have a life cycle with three hosts, suggesting strong counteracting forces that maintain hosts in the cycle. Such forces have been proposed to be higher growth and fecundity (Parker et al., 2003), an increased probability of finding a mating partner (Brown et al., 2001), and higher transmission rates (Morand et al., 1995; Choisy et al., 2003; Parker et al., 2003). ... we propose here that maintaining a second intermediate host in the life cycle can be advantageous for the individual parasite to increase the intermixture of different clones and therefore decrease the risk of matings between genetically identical individuals in the definitive host.
--How a complex life cycle can improve a parasite's sex life
Also see The evolutionary ecology of complex lifecycle parasites: linking phenomena with mechanisms.
