It's the whole principle of it - having to go to an Apple authorised repair centre to remove a nag message after you've replaced a faulty battery with a genuine Apple replacement one.
Surely that's a resonable compromise though? It's a nag message in a rarely visited submenu of the settins app, not emblazened across the homescreen.
Unfortunatly using a crypographic algorithm and per device keys is probably the only way you can reasonably stop 3rd parties making 'fake' apple batteries that fool the phone, which does mean 3rd party installed Apple battries will also display the nag too; but so what? if you know it's an apple battery then that's fine It's not to stop technically competent register readers, it's to provide some protection from idiots who go to the first 'new batteriez here' shop they find down a back ally.
If you replace your screen with a dodgy 3rd party one it may have funny colours or not work quite right, but if you do that with your battery it has the potential to burn your house down. I've recently seen the results of a house fire that, if not cause by, was certanly helped along by the battery in an electronic device (the fire was so fierce no trace of the device was ever found!), especially with Apple now using odd L shaped batteries which if incorrectly designed could easly rupture I don't think a small nag in an obscure menu is a bad price to pay.
I suppose the other argument is resale, but then maybe I'd like to know you've potentially put in a crappy copy battery if I buy your phone too. :)