Why would the bees think that the warm days will never end in "To Autumn"?

John Keats devotes the entire first stanza of "To Autumn" to a description of the season's bounty. Working with the sun, a personified autumn loads vines with fruit, bends branches with the weight of the apples they bear, swells gourds, and plumps hazelnuts. To top it all off, the season puts out a last burst of flowers for bees to gather nectar from, allowing them to overload their honeycombs with honey.
Speaking literally, then, the bees think "warm days will never cease" because, even though winter is approaching, they have plenty of food and as many flowers to gather from as they did in the warmer months. But there's more to the poem than this image of fat and happy bees. Because while the first stanza describes all the fruit that's now available, the second tells us how that fruit is harvested.
Still personified, autumn watches harvesters gathering wheat by fanning away the chaff, the stalks, leaves, and husks of the wheat that must be discarded. Then, a harvester herself, autumn naps after reaping half a row of grain. Autumn then appears as a gleaner, an agricultural laborer whose job it is to gather from a reaped field everything of use that the harvesters missed. Finally, Autumn waits by a cider press as it crushes a crop of apples, expelling the juice until the last drops ooze out.
After the harvest goes, the once burgeoning fields become a "stubble-plain," and nature begins to move on. In the third stanza, lambs born in the spring now appear full grown. The speaker can still hear crickets singing, but gnats sound like they're mourning, and the breeze they ride on goes through cycles of rising and dying. Red-breasted robins still sing from the garden sheds, but migrating swallows can be heard twittering in the sky as they begin their journey south.
So with all these signs that winter is approaching, why would the bees think that summer would never end? One reading of "To Autumn" suggests that the speaker is using the bees to explore how the present should not lose its significance simply because we know it can't last.
The poem defends autumn from comparison with other seasons ("Where are the songs of spring? Ay, where are they? Think not of them, thou hast thy music, too—"), and we know that Keats wrote the poem after having taken a walk in the country after the harvest. ("I never liked stubble fields so much as now," he wrote to one of his best friends two days after writing this poem. "Aye better than the chilly green of the spring.") In other words, taken on their own terms, autumn days are as full of life as any others, and should not be judged by what comes before or after.
It's hard to read Keats without considering his biography. At the time he took that walk in the country, he had money troubles, and he was separated from the woman who would become his fiancee. He was growing increasingly ill, too, and in eighteen months he would die of tuberculosis. Yet he was also in the process of writing the odes—the complex, formal, philosophical poems—that would cement his fame as a poet. You could say that at this time, with his life growing darker around him, he was enjoying a full harvest of poetry. Did this tension in Keats' life go into this poem? We can't say. Nevertheless, the example of the bees suggests that we would do well to appreciate the fullness of life even as it passes, and even as life's passing throws the present moment into relief.

The first stanza of Keats's "To Autumn" describes the point of transition between summer and autumn. The fruit is ripe and ready to fall, and the bees have enjoyed the sun of summer for so long that "they think warm days will never cease." Most bees live for only a matter of weeks and so will not be familiar with the cycle of the seasons. This is perhaps why they believe that summer will never end, because summer is all they have ever known.
In the next line, Keats offers another reason to explain why the bees thought that summer would never end. He says it's because "Summer has o'er-brimmed their clammy cells." This is a reference to the bees' honeycombs, which are at this point of the year full of honey. For the bees, perhaps their "warm days will never cease" because those warm days have helped them to produce so much honey. In other words, while the warm days may literally disappear, they will live on in the form of the honey that they have helped the bees to produce.