Well, I have been assembling my 41999 copy, which some of us kept it to certain date and didn't assemble once received. When I got to the point I had to use PF Battery Box I found its LED didn't switch on with a battery switch. It turns out BB is dead, as I have tested it with two sets of batteries which perform fine in a different BB. Ok, I wasn't disappointed here as I knew LEGO Customer Service is great and will definatelly replace it. So I used my other BB to finish building the model.

Later I went to LEGO CS webpage and submitted required information, that was 23 days ago actually. I received confirmation email shortly, no updates after that. Today I made a call to CS on a different question, but also asked what is the status on broken piece. The guy on the call told me I should bring it back to shop where I bought the set to get it changed/swapped or receive a refund. I told him it isn't quite possible due to limited nature of the set I have (not to mention it should be transported to a different country) - "This is the only way, this part can be changed", he told.

Well this is not what I expected. Please note, I'm from Lithuania (that's in EU) where we don't have official LEGO presence, just LEGO brand stores not owned by TLG. The best what I was hoping for TLG would sent me another BB to Lithuania. The worst - TLG would send it to any address in a county where their e-shop is shipping (that would still suit me). But advise I was given is quite shocking. Standard BB isn't expensive but still costs 7,99 € in TLG e-shop and a bit less on BL. I can live with this, as there are plenty of BB provided in different sets so I might end up having too much of them. But overal eperience isn't very good at this moment.

Now I wonder what is the cause of such requirement and if there are known pieces/parts that cannot be changed alone, only with a complete set? Did anyone had similar experience?

I once had a dead M-motor and they just asked me to return the dead one so they could check what caused it to fail. I wouldn't worry about the BB too much, since its so much easier to swap a BB instead of batteries you'll quickly have more than you want.