Sony have stated that the reasoning behind making the PSP-Go’s battery internal-only is to combat software piracy. Apparently they weren’t all too happy that the Pandora Battery made their beloved handheld easier to hack into and so have stated:
“You won’t be able to rip your games and play them on the [PSP-Go] system, the firmware precludes that,” Koller told PlayStation Insider. “There’s no external battery, so there’s a number of protections put into place on the system.”
Erm, excuse me Sony but does this mean I have to pay you more money to do something as simple as change a battery? Well yes, yes it does, well if your warranty has expired anyway. Even so you will still be without your handled for the 5 days or so it takes them to do the deed. I’m all for fighting piracy but personally this has always been an aspect of the PSP-GO i didn’t like, not that it will stop us here at GodisaGeek from acquiring one though. 
