As awful as they are, both are a vital part of the ecosystems they inhabit. Mosquitos are food for a HUGE number of animals (including many endangered or critically endangered) and return nutrients to lower levels of the food chain without killing the animals at the top. Cockroaches are also food for a huge variety of animals and are detritivores, which break nutrients down and return them to the ecosystem
roaches don’t even harm people. Even the ones that are pests are a tiny fraction of the total number of species. Also termites are specialized roaches. This means killing all roaches (aside from driving many, many other species into extinction) would likely kill or severely endanger animals that eat termites like aardvarks and aardwolves.