I don't think they actually 'stink', but I could be wrong. There is a lime green one that I see sometimes in the summer (not the same one obviously !) and it is quite pretty to look at. I never thought they were a pest.
according to an American pest control company, they smell pretty evil and if they get fried in light fittings, etc (whilst over-wintering indoors away from the cold), the result can require a property to be fumigated.