Based on the description on their site, the controller includes a built-in battery: "8.39 Wh Li-ion battery, 35+ hours of gameplay... "
That was disappointing for me. Specially condidering the Steam Frame's controllers make use of AA batteries: "One replaceable AA battery per controller, 40hr battery life"
AA Batteries might not be as convenient to use, but being able to replace them is a great advantage. All my Xbox360 controllers still work fine, but none of my PS3' Dualshock 3s.
The official docking station could be used to recharge (rechargables) AA batteries so the functionality could remain the same.
I guess it's not a huge issue for controllers if you use them regularly, but the energy density on lithium-ion batteries is great, but the self-discharge isn't ideal. AA rechargeables are usually NiMH, and those do better on that front.
https://en.wikipedia.org/wiki/Self-discharge
I have lithium-ion 18650s in my high-power flashlight, but for devices that I leave around the house that don't really need a lot of energy density
think TV remotes or something
I think that it's probably sensible to use NiMH batteries.