Why do we have a sensation that compels us to scratch? Ok, it helps us to keep insects off ourselves, and encourages us to keep clean. That's not the kind of itch I'm talking about. It makes perfect sense that we have a mechanism that makes us want to get foreign stuff off our bodies.
I'm talking about wounds, infections, bites and rashes. We have a biological mechanism that compels us to scratch exactly when scratching is the worst thing you could possibly do!
What I'm trying to say is that these mosquito bites are more annoying because they don't make sense.