I think a more relevant question is: do mosquitoes feel bad about killing humans? Billions of us, most of them children.
Mosquitos are only one type of countless types of insects, most of which are harmless or even beneficial to humans. In any case if you are going to have such a war-like attitude, it's the humans that deserve to be destroyed by the animals, not the other way around. We are the ones fucking up the planet. And we kill almost 100 billion animals a year for food, and who knows how many others from other human activities.
Goats will eat everything bare, locusts destroy everything, beetles ruin forests, beavers dam rivers changing ecosystems so much, it can be seen from space.
Every single lifeform on this planet expands, grows, multiplies without restraint. Animals don't csre one wit about conservation, or balance, or restraint. They never consider such things, ever, beyond filling their belly.
You act as if other animals are somehow noble, yet it is only humans that take deep, strong thought and care about the environment.