[our room had AC but no windows. Breakfast looked yummy, but we left at midnight...]
We stayed at Borneo Backpackers and Sensi Backpackers Hostel in KK. In both, we were awoken by biting bedbugs and checked out of our private rooms without paying. While wondering around (after midnight), we found that MANY of the guesthouses in the "ghetto" had bedbug problems (i.e., we asked them if they had bedbugs and they said "not recently" -- often while diverting their eyes). We ended up at the Gaya Centre Hotel (no bugs and more stars but double the price after a Trip Advisor discount that the staff helped us get).
It seems to be an open secret among guesthouse staff that KK has bedbug problems (does "high turnover" in the LP description of these places mean "bedbugs"?). They typically say "someone stayed here from the jungle," but the problem is OLD mattresses and inadequate cleaning.
They seem to hope that backpackers will ignore the problem and/or get lucky.
This is NOT acceptable.
So, I suggest that you ask about bedbugs BEFORE you check in, check mattresses BEFORE you sleep and leave bad reviews (here and on travel sites) about places that have bedbugs. They are not going to fix the problem until guest numbers drop.