well that probably depends on the type of infection. If I had to summarize what I think is behind it in just a sentance or two, I would say that it is part of the plan to weaken hummanity, physically, emotionally and spiritualy, so that a tiny elite or class of people can can continue to control the masses.
no immune reaction would make it possible to keep chronic infections in place without the infected knowing or easily being able to figure out that they are infected with something.