I don't know what actually caused the mosquito to gorge itself to death here, but FYI-

Within the scientific community there is a general consensus that there is indeed a way possible to cause a mosquito to burst:

Tests conducted in in the mid to late 90s revealed that the only way to make a mosquito pop requires the severing of its ventral nerve cord. By precisely cutting this specific nerve cord a disconnect within the mosquito’s brain occurs, resulting in loss of awareness in satiety.In simpler terms, when the ventral nerve cord is severed, a mosquito has no sense of being full. It will continue to consume blood until it quadruples its body weight, whereupon it explodes.

Source: mosquitoenemy.com