The bees were on a different lower down roof from the main roof (which is the one that burned). The article notes that bee wax melts at 70C and they didn't see any of that under the hives, so they know temperatures stayed below that. So the bees were likely only exposed to some smoke and maybe some slightly elevated temperatures.

Put simply smoke doesn't have to be hot. Smoke is just unburnt fuel caused by a process called offgassing (solid turning to a gas).

An example of cooled down smoke is a fire that starts in a well sealed room. It burns through as much fuel as possible, and while the solids are hot they turn into gas, however, due to a lack of oxygen, you don't necessarily see combustion. So then the fire snuffs itself out and what you are left with is a cooling smoke.

So let's say that the fire is on an upper floor. Heat goes up, cold goes down. So as smoke travels through a building it cools, and may eventually sink towards the ground or a lower level (this can be especially possible in a building as large as a cathedral) smoke sinks and interacts with bees at a "manageable temperature".

Tldr: smoke isn't always hot. The bees are happy.