All electronics devices that have settings that stay intact whenever the power is disconnected have internal batteries. This applies to most digital keyboards. The battery is usually connected to the circuit board inside the keyboard. They are not made to be very accessible. Plus older devices actually even soldered them directly to the circuit board just to make it even more difficult to replace them. I guess when they were made the manufacturers figured that often the product would be discarded before the battery died. So often to replace them involves removing part of the outer case to get to the circuit board.