Implanting a Keeper on David is more likely to succeed, and gets them all three.
The Keepers aren't complete puppeteer parasites, although the show doesn't go out of it's way to dispel that illusion.
- Londo volunteered for his Keeper, after the Drakh had showed their hand and threatened Centauri Prime unless he cooperated.
- The Regent apparently had his implanted in his sleep, and it inevitably broke his mind, to the point where he was virtually in hiding.
- The Legions of Fire trilogy of novels goes into more detail about what they can and can not do. Influence the mind, yes. Control the mind, only with extreme difficulty. Report on everything the bearer does and senses, yes. Inflict indescribable pain, yes. Londo tests this last at one point, and is left wetting himself insensate on the floor, after what he is later told was only a few seconds.
David grows up with the Keeper nearby. It is able to plant it's influence long before it actually attaches, such that it matters a lot less if he has his own strong personality to resist for a time. Sheridan and Delenn are both strong-willed people that would die before harming their loved ones, or do more than token actions to subvert the Alliance they built. They would however follow David into a supernova, neatly delivering all three to the Drakh to fulfill their revenge.