I've also added this on other big threads about this topic but I should add it here:
Being INCREDIBLY OBNOXIOUS to larger animals, even when they aren't spreading any pathogens (and again, most mosquitoes don't!) actually is another vital purpose. Ecosystems need biting and stinging things to keep big, stompy, hungry beasts from getting too cozy.
Mammals are the most resource-hogging animals in almost any biome but parasites can inhibit their growth a little (a good thing), discourage them from spending as much time in the same area or ward them away from whole areas to begin with.
Mosquitoes in particular breed in filthy, stagnant bacteria-rich water. You know what leaves behind conditions like that? ANIMALS! Animals eating all the plants, wallowing in the mud and shitting everywhere! A herd of ungulates can turn a lush and healthy marsh into just a cesspit if nothing stops them.
But it's mosquitoes that find a cesspit an appealing nursery. And then you get a cloud of mosquitoes so dense that the ungulates move on! There used to be a great BBC documentary that actually showed "mosquito season" driving a mass migration of African megafauna but the shittified search engines right now are only showing me articles about mosquito control no matter how I try to find this again, gee thanks, maybe someone else can find it?
So while the "mosquitoes are bad" all the big animals leave for months. Months of the plants growing back, months of the water clearing up until it's drinkable again (and the mosquito larvae themselves are filter feeders!), months of the mosquitoes becoming food for tiny birds and lizards and arachnids and amphibians, and the beautiful wetland is back again strong enough to survive the repeat of that cycle the next year.
Everything you hate in nature - the ticks, the territorial wasps, the stinging plants - are pretty much nature's immune system.
Obviously this doesn't mean the big mammals are "bad" either. The cycles of destruction are themselves also something ecosystems come to rely on as a regulatory force :)