I'm sure it was considered, but as jokiin says, the camera is too small for a capacitor to fit. Also, a capacitor wouldn't allow you to take the camera off its mount and use it hand held to record the result of an accident, the battery gives around 10 minutes recording, it also lets you review the recordings handheld. The only reason to use a capacitor is that it gives a maximum temperature 5-10 degrees C higher than a battery, for most people that is not a big difference. The 0803 does have a cooling issue but the 0806 has plenty of vents which keep everything cool and the battery has been moved away from the case surfaces directly heated by the sun.
Replacing the battery is a delicate DIY job, it doesn't just slot into the battery compartment, so yes it's not for the average person but many forum members are quite capable of doing it. The batteries used in mobile phones that are constantly on tend to last the lifetime of the phone, this is the same type of battery, there should be no need to replace it. Not sure what reality will be but so far the battery in my test sample is maintaining capacity better than I had expected.
It either comes with a magnetic CPL or maybe it is optional. The CPL is very effective.