We make sure ours do not get out of the room they are in, much less the building.
I know there are many places doing active population control using gene drive. The mosquito genome is pretty unusual, so it permits some specialized targeting for control measures. Much like we can poison bacteria with antibiotics w/o sideeffects for us because they have different structures than us...
I'll admit to a personal squeamishness at widespread release of organisms that are driving deep evolutionary change. The benefit of making a generation of all male mosquitoes is you don't lose the good stuff mosquitoes do, like pollination and being food for fish and birds. I just don't think we know enough about ecological dynamics to predict what might happen if we reduce the complexity of a system. Perhaps, idk, maybe a skewed male population spends more time asleep and therefore misses the time a particularly cool bird eats...
These are fascinating questions that are getting explored. Not by me, sadly, but still really interesting.
And I'll close with GMOs shouldn't be scary under controlled settings. We've been genetically modifying organisms since 20,000 BCE. It is probably a potent solution to the mosquito problem in the same way that GMOs helped solve food insecurity and allowed a human population of 8-9 billion.