It's not that simple.
Gene is a recipe for protein, or a control mechanism. So, if we want to introduce a mechanism to deal with mosquito, we could figure out where proteins on the surface of our skin are coded, and then add recipe for mosquito repellent there. If we want higher muscle mass, we can "jam" control mechanism responsible for removal of unneeded muscle mass due to lack of exercise. We can, because it's thoroughly examined, as a reason of few illness.
Regeneration, however, is totally different thing. in Axolotl, regeneration is linked with delayed metamorphosis. After reaching maturity, regeneration is greatly diminished. Humans does not even have this mechanism, we are born in our mature form. Ability to regenerate is being studied now, but it is a lot of proteins and a lot of control mechanisms, plugged to places human genome does not even have.
That said, scientists still hope to do it one day, and develop regeneration therapy for humans. Axolotl research already played big part in this work, and will play it in foreseeable future. Just don't expect it to be simply "gene transplant".