In most areas that malaria is a risk, there are also other diseases being carried by mosqitoes: Dengue and Chikungunya come to mind. I live in a country where malaria is a risk, and most people from the countryside don't know any specifics, other than "mosquitoes make you sick". When you go to a poor village and ask the elders what they need, they almost always say "mosquito nets" since there are always some poor families that cannot afford them.

I wouldn't consider it a risk, unless doctors and government officials would explicitly start teaching that the nets are no longer required, which I don't expect happening any time soon.