+1 on you doing the right thing. Even if with the various MacGyver solutions kicking around, I would never have a go at another healthcare professional for not wanting to put themselves at risk. I don't really identify with the emergency service thing that much, and I don't expect paramedics to put themselves in harms way like coppers and FF any more than I would expect a physio or an OT to.
Assuming I was deathly allergic, I wouldn't go near them with a space suit and a fire extinguisher full of Raid.
Realistically, I'm not allergic, we always have jackets in the car, as well as blankets, and I'm personally not that fussed by bee stings, so depending on the size of the swarm, I'd probably give running over and dragging them out with a blanket on my head a shot.
But there is nothing worse than a Monday morning quarterback, as I suppose you guys would say.