If it makes you feel better, only 2.5 people per year died from rabies in the US, and none of them received the prophylactic treatment. 2021 was unusual in that there were 5 rabies deaths; 4 of them from bats. Having said that, ABSOLUTELY take it seriously if you get bitten by any wild animal, and if you wake up with a bat in your house as mentioned above. If you get the treatment before symptoms develop, you will be fine.

As long as you have intact insect screens in your window that shouldn’t be a problem, the most common ways bats get into houses are from gaps and holes in the roof/attic of a house. Although I know in some other countries insect screens aren’t standard so uhh good luck I guess!