There is also a product made for hunters called no stinkin bugs. It works wonders too, and like the name implies, has no odor, but even better for me, no greasy feeling on your skin. The price tag is a little prohibitive, which is why i only use it for hunting.
I've wondered the same thing before, but Avon makes a great product in the skin so soft line that doesn't stink like bug spray and has a sunscreen in it too. It is fabulous, and no, I don't sell Avon.