This scene is one of the only two times I can recall Shino's beetle coming out explicitly piercing through the skin and making him bleed, along with the preliminary fight in the Chuunin Exam (and this gorgeous gorgeous panel) so I tend to headcanon that this is not how it's normally supposed to go.
Given the amount of beetle he lets out in a very short time, it would cause insane damage that they would all do this, so I'm on the team of assuming hive users have permanent openings on their bodies for it.
But when Shino gets too heated about a fight and too eager to go all in he might struggle to regulate the hive enough to let it out solely through them, and some end up digging through his skin as well. I imagine maybe it's more common for children and young teens, and it's part of their training to avoid having that happen in battle, but most of them have experienced it a few times when they were young.