Or is it that the victims pest warning system is currently winning the biological arms race, in which case how are mosquitoes able to successfully reproduce? Or is it that mosquitoes have evolved such that their spawning numbers offset the difficulty they have biting?
Biology is hard.
If I remember correctly, mosquito mouth/tip is so especially made. That it does not cause any pain when it pokes through the skin. Some scientist even manage to use that to create needles that mimic the same behavior.