I went with untreated. My boxes are in great shape after many years of use.
Here's my concern, maybe completely stupid: bats use these as nurseries and the chemicals might not be good for them. Mammals tend to have a good sense of smell and I was concerned that the mama bats might not like or trust the odor of the treated wood.
I wouldn't use treated lumber. You're doing this to be kind to the bats, why subject them to chemicals? Cedar is an excellent choice.
Make sure you place the bat house at the proper height and on the proper wall. At the moment I can't remember, but I'm thinking north or northwest wall, 12 to 16 feet up....but check on that. I know if they're not placed correctly you won't get a renter.
I don`t know about the tree branches bothering them, I live next to a forest of southern pines that are the natural home of choice (I was told by a park ranger) & they sure do like my neighbors log home hes spent an aweful lot of $ trying to keep them away.