Why were there so few mosquitoes in Costa Rica during our recent visit despite all the heavy rain it gets, yet Chicago is inundated with mosquitoes?

This has several factors involved to create the disparity. As you surmised, from a practical perspective, because there are fewer people, there are fewer targets for this bloodsucking predator in Costa Rica compared to the much larger density of humans in urban areas of the United States. In addition, the much higher percentage of people who are spiritual and do frequent prayer work serves to reduce sources of negativity across the board. Even when not requested specifically, there can be allowances made to include such things as predatory species and their negative influences when people are praying for the well-being of loved ones. The third factor is that Costa Rica is of minor interest and importance to the Extraterrestrial Alliance compared to the United States. There is a very active shepherding of the bloodsucking insects, not only to areas where they flourish naturally because of climate conditions, but to regions of the world where they serve to suppress the human population. Some are controlled in this way to minimized population, others are attacked more to be a nuisance and a source of suffering. The citizens of the United States are frequently in the latter group of targets, so deliberate manipulations are done to increase the mosquito population accordingly in those areas.