Window Gaps, A.K.A. 'Bat House'

A few days ago I was watering my plants on the porch when I noticed this hanging between the storm window and the inside window:

I showed Art who was not concerned in the least, reasoning that the inside window was closed and the bat could not get inside. While the bat wasn't there the following day, it has been back for the last two days.  I don't know how it gets in (or out, for that matter) but it seems he has set up residence.  It totally creeps me out and I refuse to sit on that side of the porch. Our chairs are set up on either side of the window, so the bat is always in my peripheral vision, no more than two feet away from my face.  I can't relax in that close proximity, nor should I be expected to.  Art doesn't seem to care, which is strange considering he screams like a little girl whenever there is a bat flying around in the house.