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.
Biting insects kill more people than any other animal group by miles, the reaction response is more or less the same in every mammal. Evolution doesn’t evolve to anything, that’s selective pressure.
This behavior predates humans as we know ourselves today.