light on at night with windows open. But they are not breeding or nesting inside your home. They need soil and plant roots for their larval stage, which your bathroom does not provide.
If you want to prevent future confused visitors:
Keep bathroom windows closed or screened during May evenings.
Use a lower-wattage bulb or a yellow “bug light” in fixtures near open windows.
Turn off unnecessary lights at night during cockchafer season.
A Final Note: Cockchafers Are Actually Good for the Garden
As an adult, the cockchafer eats leaves (which can annoy gardeners). But as a larva (grub), it aerates soil and breaks down organic matter. More importantly, they are a vital food source for bats, birds, and hedgehogs.