You could go in all sorts of different directions with this one. Some random ideas:
I recall reading somewhere that domestic cat penises are barbed with the barbs facing backwards. That means that they go in smoothly, but hurt the lady kitty when pulling out. That apparently promotes ovulation ... and also explains why they yowl like demons in the middle of the night. Ouch.
Not sure what use you might make of that. Move on.
I was wondering whether your aliens would use this stinger on their own species or as part of a parasitic relationship with a different species. There are a number of insects who lay their eggs inside a host. The eggs grow, eat the host from the inside out, the host eventually dies. It's similar to the lifecycle of the xenomorph in the Alien films.
So you could have a race of aliens who reproduce by forcibly inserting eggs into any host they can find.
That could get you into some interesting relationship questions. If your species don't pair-bond, how do they relate to each other? Presumably they don't have family units. Do they have some other kind of clans or hierarchies?
A bit like offering someone a cup of tea - do they have one sex or two? Or maybe even more.
On a battlefield, they might try to kill each other with their stingers. But after the battle, wounded aliens might still die because they have been impregnated.
Or could someone be impregnated very quickly? Might a soldier be able to sting an enemy, who would instantly (or very quickly) turn into an ally and start fighting with the alien who had stung him/ her/ it?
Earth evolution has arguably produced two very successful survival mechanisms. We have homo sapiens who have dominated their part of the world by being intelligent tool-using pair-bonders.
And we have the insect world where different species are also dominating the planet by being small but incredible numerous, and by using tactics such as parasitic symbiotic relationships and hive relationships.
Your aliens could take more inspiration from the insect world. Who knows? One stray asteroid impact in the wrong place and earth could be overrun by insects instead of humans. In terms of sheer numbers, it already is.
I see one logistical problem. It's not an insurmountable problem, but I think it needs to be tackled. Limbs which are used for fighting can get damaged. And no species is going to survive for long if it exposes its sex organs to damage. That seems like an evolutionary dead end.
But we can write around that. Maybe these stingers regrow, like a deer's antlers or shark's teeth? And that could be another interesting concept to explore. Would we think differently about our bodies if we could regrow lost limbs? Spiders shed their skins during their lifetimes. How would that feel?
Some interesting avenues to explore, methinks. Or you could camp it up with cock-fighting. Which would have a certain appeal, I suppose. Depending on your point of view, this could go to comedy or horror or science fiction.