Hmm, the linked article says that's only sort of true:
"As you may know, the sting of an adult worker honey bee has backward-pointing barbs that tend to hold the bee sting in the victim's flesh," Mussen told the beekeeper. "However, how well the sting stays stuck depends upon how deeply it was pushed in. Yes, some bees seem to make only a half-hearted effort to sting. The point of the sting pierces the skin, but doesn't go in very deeply. At that point, the sting can be pulled out if the bee begins to leave. It goes back up, inside the bee, but I do not know if, or how much, damage was done to the bee."
"These half-hearted stings are more commonly encountered with quite young workers. Sometimes the sting remains, but no venom is felt. Sometimes, a slight tinge of venom is momentarily noticed, then it is gone. So, while most stings are the full-blown, driven-pretty-deep-into-the-flesh type, there are less assertive attempts that result in intermediate sting results. The sting cannot be 'unscrewed,' because the barbs on the sting are directly across from each other and not in a spiral. However, the barbs are larger as the sting penetrates deeper."