You should always try and order lasers WITHOUT batteries included, and then source them separately and locally.
If you get batteries included, there's a higher chance of customs inspectors opening your package as X-rays etc will reveal the batteries to them. Additionally, if there are no batteries in the package, the customs inspectors will not be able to power on the laser easily - i.e. if they do inspect it, they will not be able to know how powerful it is (and it's safer for them too. If they're expecting a torch, or low power laser and then get blasted with much higher powers than they were expecting that's not good). Basically, if there are no batteries in the package, the chances your laser will be seized by customs are much lower.
I'd message the seller and ask if they can take the batteries out of the package and keep them. 18650 Lithium cells are pretty cheap and easily available locally in the UK, either from domestic sellers on Amazon/Ebay etc. or from Vape shops. Good brands to look for are AW and Efest, but I usually use salvaged cells from old Laptop battery packs in my builds.