It should be perfectly fine to leave them be as nesting activities won't last all season and solitary bees like this have no interest in stinging (unless they were captured and held or grabbed, perhaps, as would any bee or wasp). We have over 400 species of bees in Maryland, the vast majority of them native and solitary. This means that they don't share a communal nest the way honey bees and yellowjacket wasps do, so aren't motivated to defend a shared food supply and their siblings. They can, however, still aggregate, so several dozen female bees can choose the same general area to nest in, even if each digs her own burrow and doesn't help her neighbors. Most of our native bees are ground-nesting, and many use the nectar and pollen of specific plants so are valued pollinators, especially given habitat loss from development. Their burrowing won't harm an otherwise-healthy lawn or plant roots in a planting bed.

Unfortunately, given the diversity of these insects in our area and the fact that HGIC is currently lacking an entomologist, we can't ID this specimen to species level. If you're curious, you can peruse galleries like the bee page on Maryland Biodiversity Project linked above for examples of many of our local species, or submit the image on social media sites whose insect-specific groups sometimes contain experts who might recognize it on sight. (Bee ID can involve fine details that won't be visible in a photo like this and may otherwise require a microscope.)

Miri