The Alibaba rate is still ~20% margin (not including shipping costs which decrease as order size increases) over the wholesale rate. As a consumer you don't have the ability to buy batteries wholesale (similar to how you can't go purchase a combined cycle natural gas plant on Amazon)

> Where is this mythical cheap source of batteries?

They’re made out of rocks. Yes, you have to take steps to acquire and refine the materials, then turn them into batteries. However, the process for doing that is not mysterious.