Yesterday I saw something I'd never noticed before—honeybees on milkweed with lots of little yellow-and-black things, similar to maple keys, stuck on their feet! It turns out they are called pollinia and are sticky packages of pollen that are part of the milkweed flower. Flying insects visiting the milkweed pick up these structures and carry them to other plants.
I only saw them on honeybees, not the bumblebees, but they have absolutely been recorded with pollinia (see e. g. <https://www.texasento.net/pollinia.htm>), so I must not have been looking at enough.
This also explains why I sometimes find dead bees stuck in milkweed flowers. I just assumed they died of old age or something while on the job…but they had gotten stuck and were unable to break free!