Lithium coin cell battery to power LED?

[ghost_a*]

i bought a 2AA battery holder and am using that to power my LED that i'm going to use in my crystal chamber.

however, i also have a 3V CR2032 lithium coin style battery.
i held my 5mm 3.7V 20mA 2600mcd blue LED to the coin itself and it lit as brightly as ever.

this is probably a dumb question, but why are these types of batteries not used to power LED setups inside lightsabers rather than 2AA batteries in a battery holder which would be equivalent to 3V anyways.
just at about 10 times the size consumption within the hilt.

this is basically what i'm talkin' about:

http://www.amazon.com/gp/product/B00...V012QYMRMNH8SS

and here's a pic of mine, with my 5mm LED.