I have no basis for this, but I think this is also based on personal genetics or similar. Most of the bites I get seem to create no bumps or itchiness at all. When i was a kid, that wasn't the same, but now in my late 30s it seems to no phase me.
It's not completely true that the mosquitos don't carry things here. We do have something called Tularemia [1] (Harpest). Also it seems the first mosquitos for the season are more potent that later during the year.
And for personal anecdotal evidence, my wife gets more problems with mosquitos here than I do. When we visit her home country I get more problems than she does.
Your immune system learns not to freak out at them, I believe. Every kid I’ve known gets large bumps when they get a bite, though some certainly get worse bumps than others.