When I use returnStatus I get the return code, but the bat step itself doesn't show as failed in the Pipeline Steps page. Consider the following example:

node {
    stage ('example') {
        int rc = bat([script: 'exit 1', returnStatus: true])
        if (rc) {
            println 'Failed!'
{{        }}}
        else {
            println 'Success!'
{{        }}}
{{    }}}
}

This is the output of the build:

Started by user anonymous
Running in Durability level: MAX_SURVIVABILITY
[Pipeline] node
Running on Jenkins in D:\Jenkins\workspace\bat
[Pipeline] {
[Pipeline] stage
[Pipeline] { (example)
[Pipeline] bat
[bat] Running batch script

D:\Jenkins\workspace\bat>exit 1
[Pipeline] echo
Failed!
[Pipeline] }
[Pipeline] // stage
[Pipeline] }
[Pipeline] // node
[Pipeline] End of Pipeline
Finished: SUCCESS

This is expected, but as you can see the batch script step itself isn't marked as failed: