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.
Just my two cents, but if you see John getting bitten and then getting sick, and you see Mary getting bitten and then getting sick, you’re probably going to think “Gee, seems like people get sick of those bites. Better cover my skin, huh?”
I’m pretty sure people have connected the two. While it may not seem like it on a day to day basis, people are pretty smart when there’s enough of them and you give it some time.