AAs were more common on the recorders, probably because of the really terrible runtime gumsticks gave, but most of the later players (post 97? 98? whenever Sony bought Aiwa) used gumsticks, and even some of the recorders

Sony developed the gumstick format over the years, and the final ones were higher capacity - 1400mAh NiMH (so nominal 1.2v), but that's still really awful compared to a pair of AAs that would typically be 1400mAh each for cheap NiMH to 2500mAh each for higher end NiMH, or 2500mAh or so for alkalines.

The gumstick was a truely bizarre choice, the 14450/14550 and 18650 were already outperforming it massively for roughly the same size. And given sony wanted $100 for a replacement gumstick at one point, cost can't have been the reason.