Well, we can find intermediate forms and we can observe the evolutionary processes of reproduction, variation, and selection. Adding a hypothetical God into the mix is not parsimonious, because that is adding one more thing which we don't need.
Suppose we are on the African savanna. Our guide points out footprints in the dirt and says: "These are the footprints of a lion; these of a zebra; these of a wildebeest ..."
"Wait," you say, "wouldn't it be more parsimonious to suppose that they're all the footprints of one single animal with many kinds of feet that no-one has ever seen."
No, it's not more parsimonious, because we already know that lions and zebras and wildebeest exist. You are conjecturing that we should add one more thing to our picture of the world in order to explain our observations --- one more hypothetical thing that we don't need, since we can explain things just fine in terms of known, non-hypothetical entities.
So your conjecture is exactly the sort of thing that the principle of parsimony is meant to prevent people from doing.
Edited by Dr Adequate, : No reason given.