Possibly when furrier bees evolved, it could be that the fur was protecting them from harsh weather conditions and allowing them to fly further and making it to more flowers. Then the fur builds electrostatic forces as the bee went along with its day. Attracting more pollen to stick onto their bodies. The bees also use the fur to wipe pollen from their eyes and off their legs.

Essentially furrier bees were more successful at feeding their offspring than non-fur bees. Which was selecting for even furrier bees in the following generations continuing to the furry honeybees we see today.