The mosquito spray can be toxic to some birds and other wildlife so yes sometimes spraying for mosquitoes can kill off some birds or at least make some birds very sick.
But usually the birds will be safe and be high up away from the spray where they won't come into contact with the mosquito spray so the birds and other wildlife are usually pretty safe from the mosquito spray.
Mosquito spraying can sometimes kill off other beneficial insects and even some birds if they come into contact with the mosquito spray.
The chemicals that mosquito spray contains which includes permethrin, resmethrin, or d-Phenothrin can be toxic to many other insects and birds and other wildlife.
Usually though the mosquito spraying will usually just kill mostly mosquitoes and it's very necessary to use the mosquito spray in cities and towns to kill off the mosquitoes.
Mosquitoes carry diseases such as the Zika Virus and West Nile Virus which can also be deadly to us humans if we get bit by mosquitoes.
So it's important to kill those mosquitoes to prevent spread of those diseases and get rid of those annoying mosquitoes.