Nowadays, plenty of pedals don't have battery capability - particularly digital ones; they draw more current and tend to burn through batteries quickly.
But plenty of analog pedals won't take one either. Some modern pedals are complex enough that even the space a battery requires can be an issue.
Two things, though:
First of all, a majority of analog drive pedals need only minimal juice. So the charge in 9 Volt can last a long time when powering one.
Not using batteries anymore myself, mostly because my pedals are on a board and it'd be inconvenient to unhook them every time.
For one drive or fuzz first in line, that could sort of happen automatically when you unplug your guitar cord from the board.
But each of my boards has several drives, plus the big board has a FreQout pedal that likes being the first one in line.
Secondly though, certain pedals (especially old school fuzz circuits) actually sound better on a cheap battery than they do on DC power. This isn't just about lower voltage.
I have two voltage jacks on my big power supply, and on the little board there's a Deadbat box to starve power. Undervoltage does makes a fuzz sound 'spittier.'
But I'm told bargain batteries also exhibit resistance between their negative & positive terminals, which also both affects tone & texture in a simple fuzz.
And simply starving them for voltage doesn't give the same effect.
My Analogman fuzzface has battery terminals inside, but no jack for remote power.
Battery power only, for tone's sake.