According to the Red Queen hypothesis, hosts and pathogens are engaged in an escalating coevolutionary arms race between resistance and virulence. However, the vast majority of symbionts colonize their hosts' mucosal compartments without triggering any immune response, resulting in durable commensal associations. Here, I propose a simple extension of previous mathematical models for antagonistic coevolution in which the host can mount a delayed immune response; in response, the symbiont can change its virulence following this activation. Even though the levels of virulence in both phases are assumed to be genetically determined, this simple form of plasticity can select for commensal associations. In particular, coevolution can result in hosts that do not activate their immune response, thus preventing phenotypically plastic pathogens from switching to a higher virulence level. I argue that, from the host's point of view, this state is analogous to the mafia behaviour previously described in avian brood parasites. More importantly, this study provides a new hypothesis for the maintenance of a commensal relationship through antagonistic coevolution.