OK, so I googled. I didn't get an "official" site, but it seems logical, so I'll pass on, unattributed, what I learned.
Sonar is sound waves, radar is radio waves. So it seems to have to do with what part of the electromagnetic spectrum the waves are produced, not whether they are underwater or in the air. So bats do use sonar.
Ya learn something new everyday (well I did, anyway).