Sometime last year a customer wanted to know why the screen goes black when the system automatically hibernates due to critically low battery power. Shouldn't there be some sort of feedback to tell the user, "Hey, like, I'm hibernating, don't worry"?
The power management folks explained that they turn off the screen for a reason: They're trying to save your data while they still can. When the system gets the "Oh no, the battery is about to die!" notification from the hardware, there's no time to lose, and even less power to waste. Keeping the screen lit takes a lot of power, so turning it off might make the difference between a successful hibernation and loss of data.
Mind you, this doesn't all happen without fair warning. Before the battery goes critical, you will get a low battery warning balloon saying "Oh dear, things are getting pretty bad, you really should wrap things up before I'm forced to stop the car!"
It so happens that this particular customer had a system with a buggy BIOS that fails to notify the operating system of changes in power level with sufficient granularity. The power level went from "okay" straight to "critical" with no steps in between. As a result, Windows doesn't find out about the low battery level until it's already at critically low levels.
Observe that I wrote "The power management folks explained". I am not the expert here; I'm repeating what I've heard in the interest of getting information out. Unfortunately, it looks like the the Windows Mobile PC Team Blog has gone dark, so it's not clear to me where you can ask your questions. (There is a more general site on Microsoft and the Environment, however.)