Yes, because there's no option to negotiate, placate or convince the mosquito to leave. The bites can cause allergic reactions, and even just a nasty itchy bite lasts a quarter of their lifetime. I get nasty reactions when they bite my hands that last for longer than the mosquito lives as an adult!

And it can be even worse, in some areas of the world a mosquito bite can indirectly kill you. I think it's pretty much the only situation where it's justified. Unless we can invent a better solution at least.