yes, but in those countries mosquitoes are not just a nuisance. There are serious mosquito born illnesses that you can catch (Malaria, Dengue Fever, Zika, Japanese Encephalitis). They risk of death from catching one of those diseases outweighs the risk of toxic from insecticides.
Do whatever you like, but I was just stating what Thermocell has mentioned in the warnings for their device. You can choose to ignore it if you like...