One, it is easy to learn which local scorpion species are dangerous and accordingly avoid them. Whereas mosquitos are too small and too fast to avoid selectively.

Two, related. If there is a dangerous scorpion, you know it is dangerous. You never know if a mosquito is or is not infected with a disease agent. The infected and uninfected look the same.

Three, you can usually take measures to keep scorpions away and even if they already are there, you can push them away safely. Mosquitos are very hard to keep away, and once they are there, very hard to kill, make flee, or flee from.