Why aren't all infections immune-system resistant?
First of, not all infections are mediated by bacteria and not all bacteria are infectious. Also, not all parasitic bacteria lead to a strong infection or important health problem that cause any non-negligible selection pressure. Following the implicit logic of your post I will talk about infectious bacteria which cause "noticeable harm". 

The mistake in your thinking is in the sentence


  bacteria evolve much faster than humans do


While it is true that the mutation rate of base pair is higher and that the generation time is lower, the statement bacteria evolve much faster than humans do is made way too general and lead to your mistake here.

Infectious bacteria are selected to deal with the host immune system and the host is also selected to deal with the the parasite. Both virulence and penetrance evolve in this evolutionary arms race.

The evolution of host-parasite interaction is a very large field of study and it would take several books (and several books have been written on the subject; see this Amazon search) to summarize it. For some theoretical insights into the evolution of host and parasites, you might be interested in the book by Martin Nowak Evolutionary Dynamics: Exploring the equations of life

You will also note that a parasite does not have any "direct interest" in killing (or even harming) its host (thanks @jamesqf for his comment). You might want to have a look at the post Why do parasites sometimes kill their hosts?