Title. I know the picture proves nothing, but I swear the setting is on none. They were not spawned in by me nor is it a default world. Pinky promise.
Steps to Reproduce
Start a new game, no mods, Vampire Bats set to "None" in world gen options. Wait till day 5 or 6 when the first wave of bats spawns, they will indeed be greeting you.
This issue has not been confirmed by a developer yet.