My theory is it’s because people respond emotionally to drama but not numbers. A shark attack, a plane crash, and an explosion are all much more dramatic but less deadly. What would the dramatic terror scene be? Someone swiping away a mosquito? Very boring. So that’s not what gets made into movies.
Secondly, the Gates Foundation does a TON of work with mosquitos and protective nets! They have saved tens of millions of lives. Whenever I have some money to donate and do research on what is the most effective use of each dollar, mosquito nets rise to the top.