So, here's the thing:
The diseases most impactful to humans all have that in common. Tuberculosis from cows, whooping cough from pigs, various diseases from chicken - these viruses are actually designed to live - BENIGNLY - in animals.
It's almost like you can think of disease as a giant misunderstanding between an organism that thinks it's in a cow, but due to a quirk of genetics, made the mutation to transmit from cows into humans. If viruses could talk, they'd say "holy shit, I thought you were a cow! I don't want to kill you, I live in you."
That's why you don't see the bats dying, and why it's not particularly interesting to study the bats' immune systems. All it teaches us is that the virus is supposed to live just fine in a bat without killing it. We already knew that. The issue is that the virus doing stuff that's fine for bats but bad for us.