I knew there would be a comment like this. Excuse my while my eyes roll several loops in my skull.
Yes, mailing stuff that requires labeling without those labels can get you in deep shit (because the feds don't really do shallow shit).
That doesn't mean everyone doesn't do it left and right.
Go buy some refrigerated food or medication off eBay and see how it ships. Heck, a certain country will ship you all manner of truly dangerous things in nothing more than a bubble wrap envelope.
The amount of dry ice required to refrigerate a bat (or tub of caviar, or niche cheese, or whatever) is easy to package safely. Throw it in a rag in a strofoam temp cooler. Do a non-terrible job boxing it up and it won't get out in any form other than as a gas.
This is one of the many cases where the behavior of the average individual is not in accordance with the law and (as 20+yr of eCommerce have shown us) nothing bad happens except in cases of exceptional stupidity.
I know that "but the law" and assumptions of stupidity of the general public make for easy points around here but neither complaint is materially relevant in this situation.