Not just mosquitos and not just in the long term either; with the colder weather not being as harsh a lot of other critters are either making a comeback, hanging around for longer or not dying out in the colder temperatures - think Blandford flies, horseflies, tick bites…
People will rip off the headsets if the ads are too intrusive and annoying. Which is why they’ll either be dead subtle, or they’ll offer you paid ways to avoid them.
I don’t think there’ll be mass adoption of this either way, mainly because it’s an expensive gadget coming at a time when folks on median incomes are feeling the pinch.