Yeah, it's a nice feature, I suspect they just didn't want to before because of a risk that draining the batteries too deep could damage the toy. Still, better to have it do this than run through the sounds gamut the way the others do.
The best feature though...the absolutely positively most awesomest feature is the lights. I love it when a toy lights up, but I've always wanted companies to drop the limitations where the lights only stay on for like 10 seconds or have to be accompanied with sound effects. Holding down the button for a few seconds and the lights staying on as long as you want is just down-right brilliant. And the lights are actually bright, making it even better! And the bussard collectors pulse during this, it's like whoa. :D