Personally, I don't mind the batteries. I've had a similar in-wall remote that requires batteries and I haven't needed to change them for over 8 years.
Using the wireless communication capability is much more convenient that having to run 120v ROMEX wire from your switch box to the fan. Plus you can now use multiple remotes from different locations in the room to control the same fan. (The fan and light always have power, but the wireless controller determines how it will supply power to the unit.)
One could argue that since this is in the wall, using the existing wiring to power the remote would be more convenient that batteries. But that would make the device a bit more bulky. So, yes using existing wiring to power the remote might be a bit more convenient than batteries, but IMO doesn't warrant all the 1 star reviews.