There are bugs out there that are really tiny, and when your windows are open in your house, they can can still get in.
They are so small that they can go right through the tiny squares on a screen. They are called "noseums"
(no-see-ims) they have this name, becasue you can't see them. And they sting like crazy, and itch for days afterwards, leaving small welts.
My husband and I went to a camp a couple years ago to a beach party, and stayed the night. We didn't sleep at all, becasue there were billions of them, every inch of our body got bit!, we both had to go to the er.
The treat these bites the same way they would poision ivy.