I don't think of it in that mind frame, to be honest.

To me it's our bodies that have evolved a general reaction to foreign proteins / materials with an inflammatory response (which can feel itchy), though that's obviously the watered down way of thinking about it that doesn't really capture the full picture.

Often times I don't even know there's a mosquito on me unless I happen to see it. Some species are just super tiny and don't seem to cause any pain when they feed. Others are so large that they "itch" (i.e. you can feel their presence) just from them landing on you, whether they have time to bite or not. Either way, it's not the pain or itchiness that motivate me to keep their populations under control, it's primarily concerns over the spread of disease.

For most species of mosquito, humans aren't really their primary target nor are humans the main source of food for them. And, it's only been in very recent history that humanity has had any ability to control mosquito populations on a large scale, not even a blip on the evolutionary scale. So give it time, maybe those of us who don't get itchy from mosquito bites are the fittest amongst us from an evolutionary standpoint and eventually those genes that lead to itchy reactions will go extinct. But I don't think that there's any significant evolutionary pressure on mosquitos as a result of how itchy or not itchy their bites are.