It seems like your emulator device has battery option turned off.
You can change AVD battery configuration through:
Open AVD configuration file:
Default location for Linux/MAC
~/.android/avd/<AVD name>.avd/config.ini
Default location for Windows XP
C:\Documents and Settings\<user>\.android\avd\<AVD name>.avd\config.ini
Default location for Windows Vista and later
C:\Users\<user>\.android\avd\<AVD name>.avd\config.ini
Change the line:
hw.battery=no
to
hw.battery=yes