For safety reasons mostly, Think of a laser loaded with batteries like a small firearm with a couple of rounds in it
and assume everyone else around you has the brains of a small child.. What's the first thing they're going to do?
Also if one day your Li-Ion decides to explode, You'd also have a pipe bomb on your hands
I always remove them. I dont want someone picking up a laser and harming themselves or someone else.
Just had a minor incident the other day in fact, which reenforced my conviction. I was taking beam shots of a 2.3 W laser I'd built and nobody was around. I had just finished the photos when my fiancee's dad came over. Id left the laser on the table next to the computer not 2 mins after finishing the photos. I had told him how powerful and dangerous the laser was and within a few seconds he'd clicked it on very close to me. Admittedly it was towards the ground, but there were lots of possible reflective surfaces around me including a window, polished metal on chairs etc and by this time 3 people were standing around the table! I had enough time to close my eyes and yell at him...
I keep the batteries in most of my lasers if I am actively using them which means if I am using them 2-3 times a week. There is .01% chance of my lasers falling in to the hands of an unexperienced user so that's not a concern for me. Although when certain friends are around I do remove the batteries. :tsk::tsk: