I don't know if they take it down for winter, but that would be fairly easy. I have a friend out here who has curtains like that because she gets intense sun for about 2 hours a day. She leaves hers up year round. I think Reno weather in the winter "may" be similar to your weather.
As for mosquitos, they have a time of day they come out (usually) and its more intense in the evening. Perhaps there was a different mosquito pattern in VA than in CO.
We live in the high desert so we don't tend to get a ton of mosquitos, but we got a bunch earlier this year with all the snow melt and moisture.
I'm using a lot of these lately.
At the risk of opening up a debate about pesticides...
I have a friend in Michigan who owns a house on a lake. He would spray all of his yard and shrubs with bug be gone a day or two before having a bbq or back yard party. The effects of it usually lasted until the next rain. It helped tremendously with the mosquitos, which is saying a lot for a location on a lake. He also had pets who never seemed to be bothered by the sprayed areas. Not saying that its is or isn't an option for you, but that's wha the did.