We now know based on a twin study that attractiveness to mosquitos is heritable (with a fairly high heritability of 0.62). Based on a genome-wide association study (GWAS) [which is probably the study referenced in the youtube video] we have found some of the genetic loci that control attractiveness; in particular, 15 single-nucleotide polymorphisms (SNPs) relating to (self-reported) attractiveness, were discovered in the latter study. These SNPs were in regions of the genome related to the immune system (which isn't surprising since immune system genes are closely linked to human odor profiles).
However, figuring out (a) whether these genes have been under selection (by looking for signs of genetic hitchhiking or unusual ratios of synonymous to non-synonymous substitutions) and (b) whether that selection is due to mosquito avoidance will probably a great deal more work - and may be very difficult given that the immune system is under selection for many different characteristics simultaneously ... the GWAS study says its results
illustrate the complex genetic and immunological landscapes underpinning human interactions with mosquitoes ...