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.
Actually what you’ve got to do is pinch the skin around it, trapping its mouthparts, and violently blasting blood inside it until it’s too fat to fly.