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People can be vaccinated against certain diseases. Principle of vaccination is to use live attenuated load or inactivated. My question is - why we dont have vaccination against all diseases which are caused by microbes?

Mainly cost/benefit analysis. Using vaccines has a cost, both in dollars and in risk. That cost may be very low (cheap safe vaccines, like measles vaccine), or may be relatively high (smallpox vaccine is relatively risky, with around a 1 in 300,000 chance of moderate to severe side effects); but there is always some cost.

Vaccines may not have any significant benefit. I live in the urban USA; it's unlikely that an Ebola vaccine would offer me any benefit (as of the current situation in 2019). Very few people in 2019 have a significant chance of being exposed to smallpox, since it's extinct in the wild; the benefit of universal smallpox vaccine would be small.

So if the risk of a vaccine is greater than the benefit, delivering the vaccine would be more harmful than good. This calculation is done as a routine, and the vaccines people receive are known to be ones that confer more benefit than risk.

In fact, with vaccines, the benefit needs to be much higher than the risk, because with vaccines the benefit is invisible (nothing happens - you don't die of measles) while the risk is something that happens. Typically, vaccine benefit/cost ratios are very high, for that reason.

Monetary cost is also a factor. It may seem harsh to think that saving a child's life with a vaccine is given a price, but at some point the finite supply of money can be used more effectively elsewhere. If it costs a billion dollars to give a particular vaccine, and it ends up saving one life, is that the best use of money? Could it be better spent on nutrition, sanitation, etc?

This applies to quite a few diseases. There are, in academic labs and in the freezers of pharmaceutical companies, vaccines against a lot of pathogens that are not being used, because the cost is too great for the benefit. That's an equation that changes all the time; it applied to the Ebola vaccines at one point, but in the face of an Ebola outbreak those vaccines -- in those areas -- are now cost-effective.

Finally, there are a handful of pathogens for which a reasonably-priced good vaccine would certainly be cost-effective (HIV, malaria, tuberculosis, for example) but for which reasonably-priced good vaccines don't exist, because vaccines are sometimes really hard to make.

I would suspect that it's because not every disease caused by microbes can be treated by vaccines. For example vaccines are not as effective on microbes that cause skin infections because the antibodies generated by being vaccinated travel in the blood and some microbes damage the skin and nearby tissues without going into the circulatory system to be detected by the immune system through antibodies.

Furthermore, when bacteria reach the blood circulatory system they cause septic shock as the body responds with an inflammatory response to both the microbe and the toxins it produces, which can be fatal. But the amount of bacteria that can cause sepsis is extremely diverse: bacteria (Gram negative and positive), fungi, viruses, and parasites; sometimes it happens in combination of microbes [1]. It seems impractical and innefficient to design vaccines against every microbe that causes disease because most will cause disease if they start to grow in the blood. Microbes can even cause sepsis without going in the blood [1].

Reference:
[1] Sepsis and Septic Shock: Current Treatment Strategies and New Approaches. Gizem Polat, Rustem Anil Ugan, [...], and Zekai Halici. Eurasian J Med. 2017