It's because all species of bat in the UK are protected. There has been a case of someone being bitten by a bat with a disease akin to rabies but that is not the reason. I live on an estate built within an old sandstone quarry and there are bat roosts in the remaining "cliffs" - so when I heard noises in my loft I was convinced some had moved in. It's no big deal if they do - bats tend to move their roosts every two or three years and their droppings are dry and don't cause problems - but in my case it was a squirrel. I'd rather have had the bats, squirrels are a real nuisance.
If bats are roosting in your loft you cannot remove them. If one gets into the body of the house you can try to get it to go outside of its own volition, e.g. by dimming the lights and opening all the windows at dusk (make sure you close the door to the room they're in first though). This may only be done in spring, summer, and autumn - in winter, the bat may die in the cold so you can't encourage it to go outside. If it won't go out on its own or if it's winter you have to call the local authority and they will send a bat expert round, who may have the title of bat carer. "What's your job, sonny Jim?" "I'm a bat carer."
And you must never disturb bats in the breeding season or when there are young bats around. The penalties are even more severe during that period.
Anyway, I love to watch them. They fly over my garden a lot, and they eat insects - what's not to like?