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.