Matt--It isn't all that unusual, which is exactly why you sometimes hear old-timers (including this one, I guess) call them mosquito hawks. Whenever it happens it is a really neat experience. That leads, in turn, to a bit of a quiz to see if anyone can say what another common mountain name for dragon flies is--and it's much more commonly used than mosquito hawk. Indeed, it was the only name I knew for the insect until I was grown.
I'm guessing one or more regular visitors to this forum who grew up in the Smokies will know the answer. If not, I'll reveal it in two or three days and in truth I think I may have mentioned it in a post at some point in the past.