I think they supply them oem with expensive Lithium primary batteries which last a long, long, long time. Your keyboard might also use 3 cells rather than 2 cells as do the current ones.
When they do go dead, replace them with Sanyo "Eneloop" rechargeable batteries (or the Apple rechargeable 2-cell plus charger kit which is similar). These have very low self-discharge so last along time with occasional usage.