Just a random shower thought.
Mosquito’s proboscis is sharp enough to penetrate your skin. So when you smack it while it is in the process of drawing your blood, isn’t there a chance of its proboscis being forcefully jammed into your skin, leading to some sort of “splinter”? Or does it somehow loses its stiffness the moment it feels the impact?
I’ve never encountered nor heard of such occurrence in my lifetime of killing those buggers, but wondering if such a thing is even possible. If such could happen, I could only imagine the risk associated with having a piece of foreign organic matter being embed in the body
This is a noted issue with Ticks. When removing them, unless you do it properly, you may end up with the mouthparts left embedded in your skin.. However, even with those, the body will usually deal with it without too many problems.
Mosquito proboscii are much smaller and so I would not anticipate any issues for anyone with a functioning immune system to deal with without ever noticing.