One way of looking at this is to look at a human on a bike. Here the payload is about 80 kilograms. She can get about 1000 miles per gallon on a fuel with an energy density similar to gasoline (a vegetable oil). To even the playing field note that she gets around 400 mpg on something with the energy density of honey.
A honey bee has a mass of about 0.2 grams, so our rider is about 400,000 times as heavy. 400,000 honey bees could only go about 12 miles on a gallon of honey.
If you want to move mass very efficiently there are container ships, but for general transport of human sized objects bikes with human engines are remarkable.