Really concerned at the folk posting as if they have knowledge on this zoonoses when it's clear they have none.
Firstly, whilst the UK doesn't have rabies 'on the ground' it is very much present in the bat population, and every year a small number of bats tested in the UK for rabies come back positive. This means you should never handle a bat in the UK without gloves, and if you are bitten, seek medical advice without delay. There has been a death in Scotland due to bat-contracted rabies, so, whilst the risk is small, and would be very rare, please be extremely careful with the information you are spreading online, it could be responsible for contributing to someone's death, however small the risk. Rabies is a very unpleasant disease and not something to fuck around with. I do not wish to give the impression that bats in the UK are riddled with rabies, but it's certainly present.
Please also bear in mind that possibly unlike the OP in the states, it's illegal to harm bats in the UK. I have my own views on killing an animal in the home, but I won't delve too much because a) it's now pointless, the animal has already been killed and b) I'm not in the OP's position whereby rabies is a much more common risk and having to pay thousands for vaccines, and c) I honestly don't know if they were given advice by official sources to kill it.
OP, it's up to you what you do. Personally I'd consider vaccinating the children, myself. You'll know as well I do recovery from rabies is unlikely, and whilst I believe advancements are being made, doubt it's something I'd risk with children - it's a horrendous disease. That being said, it's a game of weighing up the risks where the worst outcome is death - if the bat was in another room, it's unlikely (though not impossible) that any harm will come.
I'm very sorry that you are in this position of making this kind of choice. It's not right. I sincerely hope all turns out ok.