Circles do not tessellate, that is you can’t cover an area without gaps or overlap. So you would need lots of wall material or gaps in between that make them impractical.
Hexagons, triangles, and squares do tessellate perfectly so you can have a thin wall between them.
An advantage of circles is you get max internal volume compared to the amount of wall material.
Hexagons are closer to circles compared to triangles, and squares so less material is needed. They will have a smaller amount of wasted volume when a round bee larva is transformed from a pupa to an adult.
Hexagons will be a stronger shape than squares but weaker the triangles.
Tringales will require the most material of the three tessellating shapes in this example and provide the least useful volume of the larva.
So hexagons are for both low material usage, lots of useful space, and is quite strong.
The short answer is that they don’t. Bees have round bodies with wax producing glands along their abdomens. They secrete the wax to produce round, tubular cells. When those cells get forced together, they flatten out into hexagons because that is the most efficient arrangement. You could try it out yourself with poker chips or marbles or tuna cans. The important thing is that you have a bunch of circles that are the same size. If you try to pack them into a frame, maybe the bottom of a shoebox, they can be aligned in any pattern you like. You could pack them as a square grid, but if you press against the edges of the grid, you will force the circles to realign themselves in a tighter packing; they will fall into a hexagonal grid. That’s what bees do. They make circles and force them as close to each other as they can. That simple set of rules happens to produce a hexagonal grid
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