my $10 Harbor Freight calipers are still on their original battery after 8 years. So I'm not sure about these claims about being constantly on and draining the battery. I think instead that you have to have them fully closed when you power it on so it can zero out. It also has a button to zero.
It definitely depends on the model. In my experience, my cheap calipers from Harbor Freight run for far longer before needing a new battery than my cheap calipers from Home Depot.