So where can I get this battery for less than $0.36 ea (the cost
of an AA)????

This radio resides in my shirt pocket. Even if I could find a rechargeable
AA lithium ion, it would not be for $0.36. It would not fit in my pocket as
nicely as a slimmer lithium ion battery such as the Pentax. A zinc-carbon
battery pack would retrograde both the size and performance of the radio.

Steve, W8IZ