I feel you, OP. I don't know why, but bumblebees just LOVE to temporarily nest in my hair. Has been happening since elementary school. I've changed shampoos and hair products multiple times over the years, I don't dye my hair any odd colours that attract them (natural dirty-dishwater brown here) but when I see a bumblebee near me, I know what's about to happen: it'll fly toward me, hover over my head for a short bit, then park and nestle itself into my hair. And they really get in there, as close to the scalp as they can get.
I used to run from them as a child and they would mercilessly stalk me, but nowadays, I just get up and walk inside before they have a chance to chillax on my head. It's for their own protection and mine. I had one in my hair once without knowing it, combed my fingers through my hair and accidentally crippled it, and its natural response was obvious. In multiple other occasions, I forget that it's in my hair, go inside and find out MUCH later that it's been trapped indoors with our pets and subject to being stalked and murdered if I can't get to it first. So it's best for everyone involved that it just shouldn't happen.
He just thinks you're cool or that you smell good, dude. That's it. Take it as something complimentary.