They think you're a flower.  Seriously.  They might smell your shampoo or deodorant and think you're a plant.  They might be attracted to the bright colors of your clothing.  You might have a soda in your hand or something sweet with a smell that attracts them.  There might just be a large number of them out on any given day, and so they investigate almost anything.

Bees are usually quite harmless, and only sting when threatened.  You can gently move your hands to push them away (not swatting them) and they usually go.  If you are allergic and very scared of them, rightly so, then you may want to avoid the scents and colors I mentioned earlier.  Or just keep moving, as they usually don't follow for long.