In the female mosquito, the piercing part (called the fascicle) is formed by the labium, hypopharynx, a pair of mandibles and of maxillae. The latter two are what pierce the skin for blood sucking, the labium forms a sheath and the hypopharynx pierces the skin as well, but is immobile and just serves for saliva transfer from the mosquito to the host (there are no muscle attachments, and it’s linked to the salivary canal).
In the males, the hypopharynx and the labium are fused together (forming the creatively-named labio-hypopharynx). This means that it cannot pierce at all, but that the sheath formed by the labium is linked to the salivary canal. The saliva thus drips on the food (nectar) or covers it while it’s getting sucked up, starting the digestion a bit earlier, and also providing some protection against any bacteria swimming in the nectar.