A mechanical thermostat (like the round ones) is just a switch i.e. not powered. To retrofit one of these with an electronic version you need batteries because

A mechanical thermostat (like the round ones) is just a switch i.e. not powered. To retrofit one of these with an electronic version you need batteries because there isn't a completed circuit to run it when the heat/AC is "Off". When the heat/AC is "On" you could recharge them.