Ha, I was also bummed that it didn't come with a battery. Yeah, I know it never said it did, so no big deal. Just that just about every other flashlight I've bought here came with one, so it was second nature to expect one.
Also, the Limited Edition of this light had just dropped before this did. In addition to the special finishes, the LE included a battery and the light diffusing traffic wand. I thought this was the same package, but with the standard black finish.
What I'm really bummed about, though, is that it didn't come with the traffic wand. It seems the Limited Edition drop was a much better deal. For a modest price increase, you got the special finish S1 Baton, a battery, and the traffic wand.
While this is a great light regardless, I'm bummed it didn't come decked out with the same accessory package as the LE. It seems like it could have, given the price bump up to the LE seemed fairly modest in my memory.