I think it's definitely possible that mosquitoes are moral patients and I try to avoid committing harms when I can! I feel some guilt about killing mosquitoes, ants, etc... as I generally believe that we tend to undervalue super small beings and their potential sentience, but as of right now I have little evidence to back up that this view.
Based off the evidence that does exist, if I assume that mosquitoes fall somewhere between black soldier flies and silkworms in their welfare range then killing 100-1000 mosquitoes a year (assuming this causes suffering) could be the moral equivalent to killing a human. This is a pretty bold conclusion, but I'm not sure that it's any less true just because it's bold! -- lot of big assumptions here I know
From a purely consequentialist lens, I think killing a mosquito probably doesn't matter if I can marginally improve my happiness and donate more, but I feel that this question is more about my values than truly being utility maximizing (similar to being vegan, but spending more money on food instead of donating the extra to animals).
Some related question this brings up: Are mosquitoes net negative? How much do we weight the suffering they cause to other animals? If we can justify killing them for being net negative does this justify misanthropy (I don't think so, but I don't have a good reason why)?
What does everyone else think?
I try to brush them off gently or blow or push them away, but often kill them reflexively. I guess I sometimes feel mildly disappointed when I kill them.
It might be good for mosquitoes for them to be killed and have their populations reduced (if their lives are net negative overall or on suffering-focused views), but that doesn't mean the death itself or any potential pain we cause isn't regrettable. That individual mosquito had her own interests (assuming she was a moral patient at all). But those interests could be outweighed by others.
Should EAs feel bad? I don't know. I think the main effects of EAs feeling bad will be indirect, through our work and donations, not through the effects on mosquitoes. Maybe getting us to care about mosquitoes will make us more inclined to care about invertebrate welfare more generally, which Open Phil has decided to stop supporting with grants.