exactly. If it is doable to put a battery in a laptop, why not have an option to put a small battery in a desktop. I would pay for that. ( figuerres, there are not problems shipping laptops with connected batteries. )
btw, I lost power last week and today. IE both times lost stuff. Where I lost my IE most popular sites, had to reenter passwords.
It is doable; it's only expensive. If widely adopted it could be less expensive than an external UPS (and more efficient), but for most people black-outs are infrequent enough that it wouldn't make sense to pay more for their desktops.
If you are into DIY electronics, it's not very difficult to make it yourself; again, it's just expensive.