With batteries you'll want a buck/boost regulator (DC-DC converter) in any case. At a $4 retail price, that would be a significant share of BOM for a specialized use case.
For professional use, nobody stops you from creating such a board, amateurs are better of using a commercial USB power cell (likely more expensive than the Pi Pico though).
There's already a buck/boost on the board. It's just limited to 5.5v max. It's also not that specialised, given that we've got people like adafruit advertising that the pwm is for servos, and lithium polymers are a hugely common power source.
Indeed. The schematic shows a Richtek rt6150b-33gqw, which is a buck-boost converted [1]. I fully would have expected a buck converter or LDO there. Well, pity then. Take it up with the RPi foundation ;-} On the plus side, this should allow you to run the Pi Pico from a single lithium cell on Vbus.
