Explanation

A.      Do you always come to the office on a bike?

B.      Do you always come to the office by bike?

In sentence a, the word "riding" is implied. He goes to work by "riding on a bike".

In sentence b, "by bike" is a method of travel. He could go there "by bike" or "by bus" or "by train" or "by car" or "by taxi". Those are all different methods of travel.