Although only the manufacturers themselves know for sure and there could be different reasons from one manufacturer to the next there are two obvious possibilities that receive most of the attention from the users of cameras and their proprietary batteries.

Profit. Limiting the amount of competition in the marketplace by not using standard, off the shelf batteries means the camera manufacturers can charge more for the proprietary batteries that fit their cameras. Even though third party batteries are usually available, the market tends to look down on them more than they would if something with the name Energizer or Ray-O-Vac was printed on the side. In some cases third party batteries are superior to the OEM batteries, but the lack of brand name recognition scares many buyers away.

Increased capability. Many cameras can communicate with the proprietary batteries. This allows them to identify each unique battery and tell the camera such things as how many shots since the battery was at 100%, the power level of each battery in your collection when it was last inside the camera, the current charge state of each battery in the camera, and the recharge performance of each battery. Beyond communicating with the camera, different chemistry allows different batteries to discharge at different rates and with varying amounts of endurance. A proprietary design can be designed to meet the optimal needs of the camera design in a way than a standardized off the shelf battery may not.

In reality the reason manufacturers use proprietary batteries is probably some of both of the above.