I think the issue with mossies is viral load transmitted. As Izzy indicated above, there needs to be a skin break, and there needs to be a adequate amount of virus transmitted to achieve infection. Injections are more likely to transmit than are needle sticks, see opaque technical citation here. I have had HIV positive blood all over my ungloved hands without transmission; otoh, there have been lots of unexplained transmissions, too: unexplained pediatric hiv infections, south africa

Might be mosquitoes, might be hiv splash in the eyes, might be something that we will never know; randy shilts, an aids authority, responded to the mosquito question in an interview by saying " yes, if you have unprotected sex with an infected mosquito, you WILL get aids.