Over at this other question (Link: https://outdoors.stackexchange.com/questions/4310/is-it-possible-to-develop-immunity-against-mosquitos), a couple of other people seem to share similar experiences, and they discuss some articles regarding developing resistance towards mosquitoes by exposure. 

My personal experience is also similar to yours, and given that there are several thousand different species of mosquitoes in the world, it's not unreasonable to think that adapting to one species wouldn't do anything for another one, but it's difficult (for me at least) to find any clear scientific evidence backing it up.