Because that female mosquito who bit you was very smart! She wanted to take a drink of your blood. But she’s only got a narrow tube for sucking blood. You crafty humans, on the other hand, make that very hard because your blood clots quickly, making it very hard to drink. So, she injected into you a small drop of “poison.” But it’s not really a poison — just a mosquito chemical to keep your blood from clotting long enough for her to take a drink.
When insects like mosquitoes, fleas, or horse flies or even wasps or bees bite you, the same thing happens. Your body sends a chemical called histamines to the area where you were injected. It’s the histamines reacting with the “poison” that causes the itching, swelling, redness.