Not sure how being stung by a bee would boost your immune system.
Bees are the ones that die after stinging once and they are ~~generally~~ mostly peaceful. Wearing protective gear for bees is like wearing masks in the supermarket. It's more of a peace of mind thing, than actually accomplishing that much.
The idea is that it stimulates your immune system by introducing a small dose of apitoxin. I don't know if it has any scientific basis, but it does help to build up an immunity to beestings. Anyway, it does make sense to wear gear just in case bees should freak out. I remember at the beginning of the whole quarantine people did keep social distancing at the supermarket. Today no one gives a crap, though masks are still worn. Here, in the Southern Hemisphere, it is summer, which made a lot of people take off their masks. Longest quarantine ever.