I keep two hives here at home, so I get honeybee stings maybe once or twice a month. They do hurt locally, and they itch a lot for days afterward. Lots of things hurt worse. Of course a severe allergy is altogether different.

Any bee or yellowjacket will sting if they get caught in your clothes somewhere.
I had a honeybee sting me on the temple when it got accidentally lodged between my head and my bike helmet.
To avoid stings, wear wrap-around goggles, a snug fitting helmet, a closed jersey, closed shoes, etc. A skirt is sort of like a large catcher's mitt for bees and hornets.
If you really want to avoid stings, then eliminate openings and flaps where bees can get caught.
Goggles are particularly useful for when you are biking 30mph and a bumblebee smashes into your eye.