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No they don't (necessarily))??
Notice how they didn't spread the cookies evenly on the tray? If they had, it would've resulted in squares - not hexagons. On the left, some cookies look more like squares already.
Hexagons are just one possible way to tile the plane without gaps. The only reason bees use hexagons is because tiling a plane with hexagons results in the lowest possible total perimeter for equally sized shapes. And bees build the edges of their comb shapes using wax, which is expensive.
It's not a plain tiling problem; it's a circle packing problem. The optimal euclidean circle packing results in each cookie having six cookies around it, and so when they melt, hexagons.
Bees literally do not use hexagons, they make roughly round shapes and the force of the surrounding cells compresses them into hexagons. This is called self-organization and it's observable in bubbles as well.