I've come across many flying insects smaller than the common housefly, but (anecdotally) the only such species that I can hear from an appreciable distance away is the mosquito, with its distinctive buzzing whine. It may just be luck that the loudest small flying insect (in my everyday experience), and therefore the easiest to detect and avoid, is also by far the most annoying. On the other hand, mosquitoes are the single deadliest animal for humans and were probably common on the African savannah in which we evolved, so maybe this apparent loudness is actually an auditory illusion, and similar-sized insects are equally loud but at frequences that we haven't evolved to hear or focus on. Are mosquitoes objectively louder than similar-sized flying insects, or might we have evolved to be particularly sensitive to their emitted frequencies?
(This question is the flip side of this one, which focuses on the mosquito's evolution rather than the human's.)