No genuine scientific conclusion confirms this. It's a hypothesis and one we have no way of testing, but people think it sounds awesome so they spread it without a good understating.
What's the solution to diseases? Improving peoples' general health and wellbeing, so that their immune systems can handle the disease. The solution is not to eradicate an entire species in the middle of an already distraught global ecological catastrophe.
For every instance of a mosquito causing a malarial infection, there are likely uncountable instances of mosquitoes causing inoculation.