Calabrese94-
You're absolutely right - installing the battery in the subway is a downright pain in the caboose, especially because the tolerances are very tight. My recommendation is foregoing the battery, especially if you operate in a command environment (TMCC/Legacy or DCS). Lionel always recommended adding a battery in order to preserve the railsounds sequence when track power was momentarily interrupted (i.e. to change direction) when running conventionally (transformer-controlled), but the battery is optional if you have command control.
If you are running conventionally I'd recommend installing a modified BCR (basically a BCR without the plastic shell) in lieu of the 9v battery this way you can install it once and forget about it, without worrying about the batteries leaking or causing damage.
-John