Holes in the middle of the leaf sounds like slug damage. They won't climb very high, so once the Morning Glory vines get several inches tall (assuming they are climbing something) they will be OK. I don't know how effective soap is for slugs.

Alex

Thanks, Alex, but slugs I doubt--some of the affected leaves are several feet off the ground (yeah, they're climbing). I am so ignorant about bug damage. Are holes like this what aphids do?

It is probably flea beetles. I have the same problem with my morning glory. They are a problem this time of year. The damage is mostly aesthetic; won't hurt the plant much unless you have a really bad infestation and then you may get stunted growth. The beetles usually go away by summer, no spray needed.

Aphids are sucking insects. They would cause the leaves to wilt in direct sunlight--plus you'd see them on the plants (green, or black soft bodied insects--yuck).