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This is a "Wild Mass Guess" entry, where we pull out all the sanity stops on theorizing. The regular entry on this topic is elsewhere. Please see this programme note.
Billy Bat
Finney wants to use the scroll to rewrite history so that Billy Bat will become completely fictional.
Finney says that whoever has the scroll can control the bat. What if gaining control of the bat means that the bat will become a fictional character? If the bat is not real, then it cannot influence human events. Furthermore, fiction carries ideas and influences history. If one makes the bat a fictional character and indues it with certain ideas, it could be used for brainwashing. In this way, the U.S. elite can control the world. And what version of Billy Bat will be used to do this? Chuck Culkin's. Going with the above theory, however, doing this will endanger the world due to Author Existence Failure.

The bats are manipulating history...
...For the sake of writing Urasawa's manga. Ultimate 4th wall breaking ahoy.

When the last time history is reset, there will be only Mickey Mouse and our world
Combining the two above: No matter who changes it, it would be reverting everything to a world without Billy. The last few pages of the series would be Urasawa himself drawing the first page, very possibly in photograph instead of ink.

The Bat is Nyarlathotep
A supernatural entity who takes enjoyment in actively manipulating and messing with humanity? Seems up Nyarly's alley.
  • Canonically, one of Nyarlathotep's masks is a colossal god-bat...
  • Honestly, the best argument that can be against this theory is that it would make too much sense.

Even when the series is completed, none of it will make any sense.
Ever read 20th Century Boys? I still have no idea what was going on there, even after reading it and the second series.

Kevin Goodman is Billy Bat's version of Barack Obama
Kevin Goodman is of mixed raced and was born in 1960 (or possibly early 1961) and the bat declares him a savior. Randy Momochi, the taxi driver, already mentioned that there's gonna be a black president in the white house to his mom, Diane.
  • Josed. But he does become the heir president of Golden Cola AND president of Billy Bat Land.

Alternate universes still exist
. Their just hiding. Either that or they'll be able to return.

Billy Bat is a sequel to Bokurano.
The game has finally weeded out all the other universes and Billy's personality seems pretty close to Dung Beetle's.

The bats are 4th dimensional beings who simply take the form of bats. Humans are a Cosmic Plaything for the black bat.
It’s heavily implied that the bats are beings on a higher plane. More specifically, they are 4th dimensional beings. They exist outside time, and thus they can manipulate it.

Here’s the kicker though: Remember when the real Chuck Culkin compared changing the past being like a cartoonist using an eraser and how two dimensional soldiers couldn’t harm real people? This leads to the idea that the human world is actually entertainment for the bats…or specifically maybe just the black bat. The white bat wants to give humanity some control back through the use of chosen manga-ka, such as Zofuu and Kevin. Yet the manga-ka doesn’t have absolute power. Typically, they can only foresee what will happen within their lifetime and draw manga based on that. It is also exceedingly difficult to avoid drawing out the visions as they appear. Furthermore, any changes the manga-ka tries to make may be difficult to implement, just as it was with Kevin and the JFK assassination. Yet there is an image of what appears to be a time machine in the scroll…so perhaps that can unlock the manga-ka’s full power. Or something.

The black bat wants horrible events to occur, however…seemingly to save the universe. And there is a twisted logic here…because if humanity finally gets a happy ending, with no more struggles…the story will end, along with the world. The black bat deliberately creates conflict just to keep the world in existence. It views this as favorable to both humans and itself, as humanity will continue to survive indefinitely in exchange for the black bat being able to mess with everyone. Of course, all stories have to end eventually. (In fact the black bat told Oswald that if Kevin dies in 1963, humanity would die out “ahead of schedule.”) The black bat will probably just continue to mess with humans until tragedy is unavoidable or it gets bored.

The Big OWMG/Anime & MangaBizenghast

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