Piton:
BTW i really dont get the point of making arduinos not supporting higher voltages. 5v is too much for standard batteryes too low for li-po packs.I have a project with a myAVR board that i have purchased year ago, and this is working with different voltages, from 7v to 12v , you should just set the battery on the menu.
And there is no heating, no regulator theory etc.
Its a BoM issue - start to add more sophisticated regulation and the price goes up. If you want that option, you can add it yourself. You can go and make your own board design and sell it if its popular - this is the whole point of open-source hardware. Someone may be doing this already. (there's the lithium backpack for instance)