They actually do exist. I had an exterminator out to spray the house and thought it was a termite nest. No way! It was a mud bee nest! Not only that but the yard is overloaded with them. He said not to worry as they do not sting. After a long session with my son on the swings, we learned that he is right, they do not bother you or sting. Amazing.
They also seem to make red cacoons, like little red eggs and when you dig in the soil, you find them there. These are the next generation. I would have thought they were game pieces for the kids if not for the exterminator.
Now we all go in peace. Still leary of the other flying insects though.