The biggest threat is that they destroy bee nests by killing the bees. The bees are very important to the life cycle of plants. Look that up online.
Chances are that the hornets didn't come to North America by accident. Always a slight chance wind blew them over.... but probably hitched a human ride over. Although Canada and the US I think are very lax on importing of pests/control substances (ie meat etc) by container ships, it still can happen. Bugs can hide just about anywhere. Illegal imports usually dont get inspected for obvious reason.
Go through customs in Australia, they are strict with stuff you bring over.
And the hornets stinger is bigger, people that are allergic to bees/hornets need to be very careful.... There was a news clip where a bee keeper went to remove a hornets nest and got strung through his protective suit and layers of clothes.
So toilet paper ain't gonna help you.... Hope that answeared your question.