I guess we have the capability to change a lot (from the technology we posess), but what would be the consequences of such impact on the rest of the ecosystem?
few people know that mosquitoes are also pollinators for some plants
From memory, mosquitos are a food source for some birds and bats, pollinate some plants, and, most uniquely, help drive wild cattle migration (to keep them from overgrazing areas into barren mud-fields).
Basically 0, there are only a few species of mosquito that carry disease. Other species fulfill all other ecological roles without spreading horrible diseases.
we are already wiping out many species, wiping out one that's basically always bad both for humans and other animals is probably net positive
I mean, we eliminated smallpox viruses, and the impact was that humans no longer die from smallpox. We have almost eliminated polio, which has the impact that nobody needs an iron lung any more. We have massively reduced the incidence of a whole range of other pathogens. Are you concerned about that, too?
I'd be much more concerned about the changes humans do to our ecosystems that we know cause harm, but aren't stopping (like filling the atmosphere with CO2 and other greenhouse gases) than about changes that would, almost certainly, reduce harm and have only extremely unlikely and hypothetical risks.