I just realized she's crying and looks confused, is she somehow stuck in the guy's body?
Yep. A mosquito's proboscis is basically modified, extra long jaw made of chitin. They 'drill' into you by cutting a hole between your skin tissue. If you made your skin taut by tensing your muscles, that pipe won't be able to come out because it got bent under your skin, which will prevent the mosquito from running away.
Disclaimer: it's always better to put on some mosquito repellent cream before you need to do this.
