So if Anopheles is not a parasite, what should be the answer?

Dear student,

The question asks to find out odd one out in terms of ectoparasite and endoparasite. Ectoparasites- An organism that lives on the outer surface of another organism (host) and which does not contribute to the survival of the host is called ectoparasite. Endoparasites- Parasites living within the host are called endoparasites. 
Cuscuta- Ectoparasite
Hirudinea- Ectoparasite
Anopheles- Mosquito which causes malaria that is agent that carries plasmodium parasite
Plasmodium- Endoparasite

 So here all are agents except for plasmodium. Hence plasmodium is correct answer
So Anopheles are basically the mosquitoes which transfer plasmodium parasites that causes malaria.

Thanks and regards.