This guy isn't bleeding.

Ah, that insect in the photo scares me so much.. Could it be a male mosquito, so it didn't draw blood? You weren't hurt any further, were you..?

There must be other mosquitoes. I was surprised by the picture more than the post.

Or maybe they just bit and couldn't suck ㄷㄷ

It could be because the mosquito already digested the blood, or you caught it a while after being bitten, not immediately! When mosquitoes suck blood, they inject saliva (components) to prevent it from clotting, and it's this saliva that causes itching. Even if there's no blood in the mosquito's stomach, the injected saliva can still cause swelling and itching. It might feel unfair, but by catching it even if it wasn't full of blood, you prevented further harm! Scratching will only make it swell more, so instead of applying saliva to the itchy spot, I recommend applying cold water or medication.