Hmmm i'm not sure about whether the skin tone has anything to do with being prone to bug bites, but for prevention i'd suggest using a fly/bug repellent everyday. There's this stuff called SWAT and you spread it around the areas prone to bites. It works like a charm for my horse!
Are white horses with pink skin prone to bug bites more then a bay horse?
Not in my experience. Our sorrel mare gets many more bug bites than our mostly white one with pink skin.
I don't know if it is related or coincidence, but our sorrel mare also has the shortest hair in the summer and our bay tobiano, who has the longest hair, gets the least.