For the record, almost no bees die when they sting you. This is just a weird myth that people repeat nonstop.
This only happens to honeybees, and only when they're stinging humans. Most skin is much thicker than ours, more similar to our feet callouses. The stinger isn't supposed to go in. That's closer to a sword's foil.
The reason they panic when it happens is it's not supposed to happen.
The stingers are mostly meant for combat with other insects. You can watch these fights on youtube. They never, ever end with the bee self eviscerating.
This is a simple example of people trying to look smart by explaining things which, when you check, just aren't true.