Why do mosquitos transmit Dengue, Malaria etc but not AIDS?

And how can sharing needles be dangerous if the virus dies on air within a few seconds?

Because there are major differences between them.

From the start of the HIV epidemic there has been concern about HIV transmission of the virus by biting and bloodsucking insects, such as mosquitoes. However, studies conducted by the CDC and elsewhere have shown no evidence of HIV transmission through mosquitoes or any other insects -- even in areas where there are many cases of AIDS and large populations of mosquitoes. Lack of such outbreaks, despite intense efforts to detect them, supports the conclusion that HIV is not transmitted by insects.
The results of experiments and observations of insect biting behavior indicate that when an insect bites a person, it does not inject its own or a previously bitten person's or animal's blood into the next person bitten. Rather, it injects saliva, which acts as a lubricant so the insect can feed efficiently.

Diseases such as yellow fever and malaria are transmitted through the saliva of specific species of mosquitoes. However, HIV lives for only a short time inside an insect and, unlike organisms that are transmitted via insect bites, HIV does not reproduce (and does not survive) in insects. Thus, even if the virus enters a mosquito or another insect, the insect does not become infected and cannot transmit HIV to the next human it bites.

There also is no reason to fear that a mosquito or other insect could transmit HIV from one person to another through HIV-infected blood left on its mouth parts. Several reasons help explain why this is so.

Infected people do not have constantly high levels of HIV in their blood streams.
Insect mouth parts retain only very small amounts of blood on their surfaces.
Scientists who study insects have determined that biting insects normally do not travel from one person to the next immediately after ingesting blood. Rather, they fly to a resting place to digest the blood meal.

Hope this helps

It is theoretically possible for a mosquito to transmit aids if he draws blood from an infected person then immediately does the same to a non infected person. There is no proof this has ever happened but there are cases with no known cause. People who share needles do so to share drugs and will inject right after the other person. Just use some off and don't worry.
The CDC says too little virus is transmitted to the mosquito to transmit the virus. They also say a mosquito uses saliva to lubricate and clean it's needle. I would still stay on the side of caution and use repellant.

AIDS is transmitted through HIV (human immunodeficiency virus ).
This is a very short lived virus and it's life cycle does not need a vector.HIV is transmitted by sexual intercourse/sodomy / cuts/bruises. HIV can be transmitted from Ulcers in the mouth of a HIV carrier to the kissing partner if SHe too has oral ulcers .
Shared needles can administer HIV if used in a person immediately after the use.These needles pose danger of administration of othet pathogens too.
The hypodermic needles that have dried up body fluids in them after they have been withdrawn from the body after the administration of the drug/s(medicine/s) do not pose any danger of HIV for that has been attenuated ( Killed ) by then.

yes its true
hiv virus is deactived in contact with air within a few seconds.
bau dont forget the viruses that are in pin of needle, are not in contact with air.