You should have batteries in when using. This allows you to unplug power for short times if needed and you don’t loose alignment.
That is a very good strategy Don if (say) you are planning sessions longer than the capacity of your external battery as it then means you can switch batteries without a fresh alignment, which might be desirable, especially during long exposure AP. That is eminently sensible, provided that they are removed at the end of the session (see next paragraph). But during the last three years of living in the UK, I have never enjoyed an observing session longer than the four hour capacity of my 22Ah Tracer due to the intervention of clouds, and if I did run out of juice I would simply change battery and realign, but then my adventures with camera involve merely short stacks and short integration times. Hence, I would leave the AA batteries out.
As somebody that has unfortunately suffered from 'old' AA battery leakage in a now rarely used Nexstar SE4 scope I would recommend remove them, certainly when the scope is not in use. But once AA batteries are installed, most people won't do that and after merely a few months of no usage during hot Summer nights of limited darkness they may wake up to the horrible mess that I had to resolve. I hence believe it best to leave them out at all times and never re-insert them as a 'back up' unless you are planning on doing very lengthy sessions or long duration AP.
If you have a reliable external power source, they are not needed for any other purpose than to bridge a temporary disconnection, and generally don't provide enough power except for that purpose, but I suppose we have all forgotten to switch on cord wrap or trip over and unplug the power cable at least once. On that rare occasion then they might be of value. But I agree, they can be an asset, provided that you remove them at the end of each session or are confident that you will enjoy enough observing sessions to require them to be changed before they leak. I suppose it also depends where one stores the scope. Hot humidity and using cheap (probably fire damaged) AA batteries from 'Poundland' was my likely downfall!