The way our bodies react to mosquito saliva motivates us to avoid being bitten. Which must have had evolutionary benefits, keeping us away from diseases.
I.e. all those people that didn’t mind them and never got itchy from mosquito bites appear to have died out. And mosquitoes really wish that wasn’t true.
I take issue with this obvious selection bias. Of course this is true when you’re pre-selecting for only the insects that bite people. If you were to preselect only those sharks that have bitten people, so-called biting sharks, I think the shark-bitten people have a higher average early mortality than the insect-bitten people. /s