The clue's in the name, Lozi - its just a moth that happens to disguise itself as a sort of bee, so no, it doesn't sting, and it won't harm your plants, although a heavy infestation of the larvae on a plant might be a problem. But in this case, clearly not, you'd have noticed damage.

know moth will sting you of any type though they mite be poisan if you ate one well the odd type anyway . like bamboo sais its in the name .