the venom is found in the dorsal and anal spines, and the venom flows from the bottom of the spines to the top like a hypodermic needle, so the spines have to stick into your flesh to work.
Thats said, scorpionfish venom is NOT like bee venom and while many people have mentioned that if your allergic to bee or wasps you'll be allergic to scorpionfish venom its simply not true- these venoms dont cross react. However, these fish do pack a very potent sting, and getting stung by a lionfish hurts-depending on the severity of the sting (dose of venom injected) your symptoms can range from local mild pain to major problems.
The good news is that lionfish tend to have the less potent venom as they have the weakest more flexible spines, where as stone fish, stingfish/waspfish have much more potent venom and rigid needle like spines