The differences are due to the nature of the bite or sting. Venomous insects attack as a defense mechanism, injecting painful, toxic venom through their stingers to punish you so you’ll stay away next time. Non venomous insects bite and usually inject anti coagulant saliva in order to feed on your blood. Although local irritation and " allergic" reactions do occur from non venomous bites, severe reactions such as anaphylactic shock only happen from venom stings.
When honey bees sting, they leave the stinger and venom sack attached (see the box on stinger removal in the Treatment section). Venom continues to pump in through the stinger until the sack is empty or the stinger is removed. The only good part about this is that honey bees die after they sting. Wasps, hornets, and yellow jackets don’t leave their stingers, thus can sting you over and over.
The above information thankfully comes from the Quickcare.org at the following link.