They tell us HIV cannot be spread by mosquitoes - then surely there is something in a mosquito that can be used to kill HIV.
Why then can mosquitoes spread West Nile Virus?
Maybe they’re just good guys that don’t want to do tooooo much damage eh? 
HIV is an STD (which can also mean that it can also be spread by blood products, not just sex).
What makes a virus an STD and not just a regular virus like the Flu? They are incredibly touchy about their environment. They need constant warmth, moisture and not too much oxygen. You put an open petri dish of live HIV viruses on the counter for a couple minutes and they are dead.
Needless to say, traditional vectors for other disease usually don’t provide that level of protection. In addition, for vectors like mosquitos, it’s not enough for the virus to survive in the gut, it was to reproduce and make its way to the saliva glands to be reinjected. HIV is a long way from evolving that behavior as well.
So mosquitos have no magic defense against HIV other than not being humans.