I've seen some baffling things in the Buddhist world, so I can relate to your mosquito analogy. There was one Buddhist center i visited where there was a sign up in the bathroom, reading: 'please close the lid of the toilet shut, to prevent insects from drowning'. A very nice thought, yes. But then I noticed the meat consumption at that place (bought and prepared by the laypeople there)...it was considerable. But since they were not the slaughterers, it did not seem to concern them...the 'it's not my kamma' justification. Ok...so we should care for insects drowning in the toilet, but not for mammals being totured and brutally butchered in slaughterhouses...hmm. If your point is that compassion involves going out of our way, inconveniencing ourselves a bit, for the sake of helping others, rather than doing only what is relatively easy and convenient, just so we can get a warm buzz that we are 'compassionate' after all - then I see your point, and I like the analogy.
"Isn't it amazing, friends! Isn't it astounding! — the extent to which mindfulness immersed in the body, when developed & pursued, is said by the Blessed One who knows, who sees — the worthy one, rightly self-awakened — to be of great fruit & great benefit." (Kayagata-sati Sutta, excerpt)