Looking at the battery for my Fuji x100s: $35 for an 1800 mAhr battery. Two AA (Eneloop, or any equivalent) rechargeable batteries would cost a total of about $5, have more capacity, wouldn't make the camera any bigger, and would provide a lot more options while traveling. They'd run at 3V instead of 3.6V, but that's probably more of a coincidence than an impossible technical hurdle - there have been cameras that run on AAs in the past.
So what's the argument in favor of these proprietary batteries?
Many answers and comments are casually saying that lithium batteries recycle the flash faster, and so on. Please substantiate your claims. Here are two references demonstrating that Nickel Metal Hydride (Eneloops, etc.) recycle the flash the fastest by far, the total opposite of what you are claiming:
Seems like form factor is the leading legitimate reason (though for cameras aren't tiny, I don't see how this is a big deal), but the two things mentioned the most are Profit and Lithium-Is-Just-Better. I think this question can only be answered with another question, which is, if those two things are true, Why do Flashes not use Proprietary Batteries?