Probably not directly as it would have to be something that can survive or be expressed through the mouth parts of the mosquito. Malaria spreads from human to human through a mosquito because the parasite (known as plasmodium) that causes it is ingested from one human then reproduces outside the reach of the mosquitos immune system. If a benign organism evolves or could be developed to do the same, that organism could be genetically modified to create and/or express the intended antigens as exosomes. When it spreads to humans, these particles would be emitted and presumably detected by the human's immune system.

From: https://en.wikipedia.org/wiki/Plasmodium

>In the mosquito, the gametocytes move along with the blood meal to the mosquito's midgut. Here the gametocytes develop into male and female gametes which fertilize each other, forming a zygote. Zygotes then develop into a motile form called an ookinete, which penetrates the wall of the midgut. Upon traversing the midgut wall, the ookinete embeds into the gut's exterior membrane and develops into an oocyst. Oocysts divide many times to produce large numbers of small elongated sporozoites. These sporozoites migrate to the salivary glands of the mosquito where they can be injected into the blood of the next host the mosquito bites, repeating the cycle.

From: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5253278/

>In the context of immune responses against pathogens, exosomes also carries pathogen antigens and known to evoke immune responses. Mycobacterium bovis BCG-infected macrophages release EVs containing mycobacterial antigen that, in the presence of DCs, promote T-cell immunity in mice (10).

Regarding the topic at hand, I'm curious if mosquitoes play a role in innoculating their hosts with very small pathogen loads that are quickly killed off by the immunological response to the bite, but also foster antibody creation and help to spread immunity.