But they say it feels better, right? TBH I have no idea
Urine is useless according to a search. I haven't been stung either. A long time ago my son had an experience. He was probably around ten years old at that time and he ran from the sea to the shore with a red coloured welt on his tummy. He said it hurts but was alright after a few hours.
Jelly fish are Cnidarians... They have an offensive and a defensive system in their tentacles that fires off the toxins. These are the Cnidocyte and nematocysts. Cnidocyte is an epidermal cell that contains the nematocyst.
Some jellyfish belonging to the Box Jellyfish family are the most dangerous animals in the world. They live in tropical and subtropical waters. One of them, the Irukandji jellyfish, living in Australian waters, which measures just 2 cm in diameter – release toxins that are 100 times stronger than the bite of a cobra and could result in cardiac arrest within 20 minutes. Note that this doesn't happen everytime but every year there are many deaths reported across the world - Philippines, Australia, South Africa, Japan, Florida, Hawaii.