I spent ten summers working in Northern BC and Alberta right at the peak of bug season. Northern Albertan muskeg (peaty swampy hellplace) is an absolute mosquito nightmare.I've always disliked Deet, and rarely used it even then - showers were hard to come by in the bush, and I hated the idea of absorbing days worth of the stuff into my system. At first they drove me completely insane and gave me horrific itchy welts. At times I and my coworkers looked like John Merrick at the end of a working day (and I am not exaggerating).
Over time I learned to ignore them, and I think through sheer volume my immune system got over whatever reaction it had to their bites. In later years I hardly noticed them unless they were truly outrageous, and the bites have little effect on me.
It's been almost 15 years since I stopped doing that job, and now a bite makes me itchy again - though not much. My anecdotal experience suggests it is possible to develop a tolerance for whatever toxin they use, but it probably takes a lot of bites. I've seen people visiting the country get terrible big welts when locals had little reaction - which further supports a tolerance hypothesis. No idea if I'm right or not, but I'm curious.