There's no good way to use AA batteries for a regulated light. Putting too many cells in series causes problems with the resistance in the circuit. I posted the 6xAA video as a stop gap for geeks that already own a ton of batteries - like myself.
The QC of MS regulator circuits is suspect as well. In theory, the light could "take" all the voltage from even eight cells, the problem is heat and current. If too much current passes, resistance falls and a spiral of heat and current cause damage to the circuit - and or the the light.
As far as the 9V snap connector - if you accidentally touch the wrong terminals during connecting - you could send the wrong polarity voltage to the light head to damage it. of course, if you are careful, no problem.