The way mosquitoes fly is very interesting

Usually, other flying species, such as fruit flies or sparrows, fly by jumping high. Once in the air, they begin to flap their wings. Mosquitoes are the exact opposite and the way mosquitoes fly is very interesting. They start flapping their wings for about 30 milliseconds before jumping up. Their wing beat speed is also extremely fast, up to 800 times per second, while most insects of the same size are only 200 times. By flapping their wings before jumping into the air, Culex mosquitoes can generate 60% of the energy needed to fly.

If you take off like other insects, ie stoop down to jump, the mosquito will put a lot of pressure on the victim's skin, easily attracting the attention of the victim. Thus, they developed this paradoxical take-off skill. They also have very long legs that can be stretched out to help disperse the necessary force for a longer time. As a result, the amount of force they exert on human skin is much less than that of insects, allowing them to successfully escape despite having to carry a full stomach and go undetected.