I think it’s that you don’t feel older mentally. I though I would feel a certain maturity once I reached an age where I had a solid, advancing career and owned a house. Turns out, I feel pretty much the same and am just better at dealing with things that arise and pretending that I’m mature. My body hurts more and my face looks older, but I don’t feel all that different. I’m sure I’ve mentally changed to some extent, and I notice it more when I talk to younger people, but I still feel the same.
My understanding is that when they bite you, they also inject a bit of anticoagulant to prevent clotting as they suck blood out. The foreign material creates an allergic reaction that itches.
I don’t think there would be much of an evolutionary advantage to irritating your victim until they start a pesticidal war against you and your kind.