Yeah mine neither. :~ Oh well no biggie.
I wanted a blue as well but they were out. 
No batteries in any of mine. Didn't expect any though.
Usually the included chinese batteries are junk anyway. Possible they were removed, just in case they leak.
I kind of figured as much.
I have a secret stash of random shite sample batteries pulled from electronicsâŚ. for backup? or something like that. 8)
Will this little gem take a 16mm Noctigon with Nichia from intl-outdoor?
http://intl-outdoor.com/noctigon-xp16-v2-mcpcb-nichia-nvsl219bt-r85-d220-p-794.html