You are right. Studies show that they actually attract mosquitoes into your yard. In addition, most insects killed by bug zappers include moths, beetles, and other harmless bugs - not mosquitoes. Mosquito control products are big business.
Americans have invested billions of dollars in zappers, repellers, and other products that claim they will keep pesky mosquitoes from biting. In almost every case, the merits of the product are rarely backed with scientific testing. All products should be thoroughly researched before you purchase them. Your best bet would be to use a proven method for keeping your home and property mosquito-free.