But I like the idea to include a battery haha. Without a battery is already done, with isn't
Nobody has used a battery because it's pointless and unnecessary. The entire reason the pi zeros usb port is used for a power connector is because.....wait for it.... a usb port is meant to power the unit. Batteries would make the device terribly inconvenient. A gamepad with rumble eats through batteries like nobodies business, not to mention the fact that they add weight to the gamepad and take up a lot of room you could be using for the pi pcb. The only way it would make sense is if you also attached a portable monitor and then you'd need to resort to lithium ion battery packs to properly power everything and smaller monitors typically don't have hdmi inputs.
Regardless, a usb powered design is simpler and there is a rule with electronics projects...... K.I.S.S. (Keep It Simple Stupid) You should adhere to it at all times because the more complex a build is, the less likely it is to work and the more likely it is to have component failure somewhere down the line.
Please don't ask for advice if you aren't willing to take it. That seems to be a growing trend right now.