As someone with allergies, asthma and sensitives up the wazoo.... any scents can be a problem, regardless of their origin or purpose.
So, that would be perfumes, flowers, essential oils, cleaning supplies (those natural ones? yeah, I'm pulling out the inhaler on those too. And they don't even clean as well), bleach, ammonia. I've reacted to certain very strong smelling foods even. Never mind pollution, smoke, etc.
Personally, I wouldn't deliberately put anything like that near a baby or young child. Better safe than sorry.
For mosquitoes - a vacuum or fly swatter will go a long way. Or just your hand.