As it has mentioned various times before, the battery is replaceable, just not swappable. It is not using an off-the-shelf smartphone battery since there is no smartphone battery that has large enough capacity (*Keep note that X5 battery is 76% larger the S3 / DX50 battery and 42% larger than S4 battery. Assuming X5 has 10 hours of playtime, you will get only 5.7 hours out S3 battery and 7 hours out of S4's battery). So if you want to replace the battery, you can contact FiiO and they will sell you one and you can replace it yourself, assuming you have the right tool and skill - or you can send it back and pay them to replace one for you.
The only way of using a smartphone battery is to accept a shorter operation time and a larger housing, There is no pleasing between maximizing battery capacity while keep the size down and easy battery swappability, FiiO just chooses one over the other at the end. That's why James said that if you really want to extend your battery life further, use a power bank. If you are willing to carry a secondary battery, then carrying a power bank shouldn't be that difficult to overcome. Not to mention most power bank should offer higher capacity than swappable battery anyway.