I would argue it's the microorganisms that they carry in that case... but let's just wipe them all out and worry about that later to never instead - bc dayum they annoying:-).
There are several studies that claim that mosquitos could be eliminated from the food chain without affecting their local ecosystems.
The problem is a lot of those studies sre 20+ years old, and there are far fewer insect species today than there were then. Mosquitos are more important as a food source than they used to be. Driving them extinct now would save human lives, but it might also cause ecological collapse.
That's not to say we shouldn't wipe them out if we can. But we need to be more cautious about how and where we kill all the bugs, because that might be the last of the bugs.
It too bad we can't give the mosquitos something like those rabies vaccine cookies so at least they wouldn't spread malaria/west nile/dengue fever and we wouldn't cause an eco collapse.