I've always avoided batteries. The fact that they can die from one minute to another is obviously not a good thing, but the main concern is that pedals do not behave the same when batteries start to die. Besides that, generally is a PITA to unscrew the base plate to change batteries; it's not a problem with one or two pedals, but if you have 10, well, it might take a long run.
I know this is not necessarily true for older pedals, but in the case of newer ones, not including batteries generally means: a) the circuit and internal construction are more complex, wich in theory should be a good thing; or b) a smaller footprint, wich, again in theory, might be a desirable thing. So, if the lack of battery option leads to that, to hell with batteries.