http://www.joelonsoftware.com/uibook/chapters/fog0000000059....
Basically by trying to make it simpler, they're making it harder. Not only do you have one more part to break, but the first question people immediately ask when opening up a battery compartment is "which way do I insert the batteries?"
Now, there is going to need to be a disclaimer stating clearly that they don't need to put them in any particular way. Next, the user is going to be forced to digest this message. Then, with some unease, put the batteries in without regard to their direction, despite the fact that the hundreds of other times they've used batteries they've had to do this.
Microsoft has introduced another branch in the decision tree: "does this device require I insert batteries in a certain direction?" To answer this, I still will probably have to rely upon information printed on the device, since remembering which device fits this criteria will likely not be memory I can trust since I change batteries rarely. (And, if I mis-remember it, I could break an expensive device, so I will have to check to be sure.)
So, what Microsoft in the end is saving here is not the need to check the indicator on the device. It's still necessary for me to check until the entire world uses this in every device. All they've done is make it so I don't have to physically rotate the battery in my hand (50% of the time :)) after doing so.
Additionally, troubleshooting now becomes harder if the device does not turn on. If it doesn't turn on, are the batteries dead, the device broken, or did the magical asymmetric battery compartment break?