In لَا يُلْدَغُ الْمُؤْمِنُ, لَا negates the verb. يُلْدَغُ is passive, so the person stung is mentioned without naming what stung them.
لَا يَدْخُلُ uses an active verb, whereas لَا يُلْدَغُ uses a passive verb. In both, لَا negates, but the form and sense of the verb differ.
Compare the meanings:
يَدْخُلُ — he enters.
يُلْدَغُ — he is stung.