At Pg.2 the 4th panel, it explains his thoughts. He didn't warn her because he felt 'she would lose it if he told her.' Granted his way was stupid, but that's his reasoning for why he couldn't just tell her.
Okay this scenario is stretching it a bit. So if he just said there is a mosquito, she'd freak out cuz she's scared of bugs? Wouldn't the mosquito fly away cuz of the sudden movement or something? And if she doesn't move, couldn't you have just swat the mosquito as normal?