I just got stung on the neck by a bee about 30 minutes ago while pumping gas into my truck. It's been 35 years or so since I've been stung. The only real bee pests are 'killer' bees. Sorry about the long spiel on bees. Bees actually tend to stay away from people, and do their pollenating business, unless they are provoked or under stressed conditions.
Many people seem to make the mistake of generalizing yellow jackets and wasps as bees.
My Dad is a beekeeper, and bees are pretty amazing insects. During the hot months of summer the bees begin to get too hot in their hives. To cool down and for the well being of the hive they'll 'move out' with a new queen, and in some cases begin to build hives in trees, homes, or any other structure. That's where the bee-keeper comes in. The smoke causes the bees to slow down, and be less aggressive which allows the keeper to grab the bees and place them in his hive.