Bought foreclosure at auction.com. Holdover tenant

I got a house on auction.com. So I notified the tenant and a disabled person and we agreeed to allow them to rent a little while for cheap until I am ready to make improvements and they can get moved. I am still getting paperwork straight and the bank sent preservation folks over to change locks etc. scared this person and kinda bothers me too. I bought it knowing it was occupied. How could they not know? Or claim to? How can they legally change the locks without due process in Va? I am told they need to go through eviction process just as I would. Also surprising I bought it considerably less than a short sale offer contract they had. It is like they want to screw over people. What is wrong with banks?