Crall et al., 2015, studied bumblebee collision avoidance (note the senior authors are the same from your link). It seems that, contrary to popular belief and experience, bumblebees are actually quite good at avoiding collisions, but they are also in an environment that has a lot of obstacles, so collisions still happen frequently.
There is a lot of interesting content in that paper, but one of the interesting discussions was about types of collision avoidance by body size. The authors note that for larger animals, collision avoidance strategies tend toward reversal/slowing down to reduce impact, whereas in smaller animals, strategies tend toward direction-change. This might be because collisions at high speeds are more dangerous for larger animals, so slowing down is the priority. Accelerating in a lateral or vertical direction, instead, would result in a full-force collision if the acceleration was insufficient to avoid the object (I have to admit, though, your gif doesn't seem to show any deceleration).
Larger individuals in their study performed more slowly on their obstacle course than smaller ones, but it seemed like all the bees were pretty good at avoiding obstacles.
Based on this study, I don't know that we can conclude definitively why bumblebees repeatedly run into walls, but given how well they navigate an obstacle course like this I am guessing it isn't simply because they are incapable, but rather has to do with a few things:
Walls are somewhat unexpected obstacles; bumble bees are probably best evolved for navigating around foliage that has a limited horizontal size, and once headed home they are expecting a direct route to be most efficient. A good transit strategy in that case would be to fly slightly laterally in the event of a collision to find a new opening, but not deviate too much from the original path of travel.
Speed/collision tradeoff. Getting home fast can have some obvious advantages because it increases the effective foraging potential. If collisions can be mitigated or aren't damaging, it might make sense to fly at high speed and just deal with the collisions as they come.
Bumblebees are big. Therefore, it's harder for them to stop, and they might use a strategy for collision avoidance that reduces impacts rather than avoids impacts altogether.
Cognitive biases in humans. Bumblebees make quite the racket when they run into things. You're going to hear it each and every time if you are nearby. The same isn't necessarily true for other bees or other insects.
References
Crall, J. D., Ravi, S., Mountcastle, A. M., & Combes, S. A. (2015). Bumblebee flight performance in cluttered environments: effects of obstacle orientation, body size and acceleration. Journal of Experimental Biology, 218(17), 2728-2737.
