I consider that the natural "law" of Kill,or be Killed is a good "stand-by". But, as "supposedly" intelligent animals I would prefer humans to avoid danger whenever possible; and that a repellent is better than killing,if possible. There are insect repellents available. Sometimes it is unavoidable, and a kill is the only answer.
Only the female mosquito draws blood, and takes very little. But the danger is not the loss of blood; it is that mosquitoes carry disease, especially Malaria.