I think it is in case the battery is defective. Defective batteries have been known to cause problems.

Also, it could be because it is one less thing for them to forget to send back to you.

Usually when they have contracts with shipping companies they would pay a fixed rate for shipping so battery or not it would probably cost them the same.

Maybe they have a tracking device in the battery and they make you keep it so they know where you are at all times. lol

Maybe they let you keep it for sentimental reasons so you don't get lonely without your N900.