How will they support a large population with, essentially, a hunter-gatherer lifestyle? I suppose being able to fly will let them harvest over a much larger area than human hunter-gatherers, but effective population will still be very small, unless they live in a place like the pre-colonial Great Plains that had a ridiculous number of large herbivores.
But what if they were more like Mongols? From their cliffside homes, they could range far and wide to cultivated stands of sap-bearing trees, and manage great herds of livestock to feed off of. Habitat and population density would be essentially the same as steppe nomads, although they could also thrive in tropical grasslands where horses can't really live. Considering the largely parasitic relationship that steppe nomads have always had with settled peoples, having a race of literal parasites fill the same niches would be quite fitting - especially if, in actual terms, the literal parasites are less parasitic than human nomads. One could imagine fantasy China allying with the mosquito people to keep human steppe nomads in line.