I've noticed that too. I wonder if mosquitos have some kind of altitude limitation. They don't seem to come out over the water either. I live close to the Tennessee River and when I've been out on a boat at night there weren't any mosquitos. Strange.
I've heard somewhere that mosquitos don't go over 15 or 20 feet off the ground. They probably don't go far over open water because they have no cover from birds and bats.