BLE devices are enrolled under a standard definition, according to the service represented they have specific IDs and datafields.
One sensor can manage different services according to their functionality. For example HR data and battery level are going to be under their own service ID defined by the standard, and your devices can have both of them.
So its up to the client that get the data from the sensor to see if the Service ID regarding battery info is available and do something with it.
There’s a free app called NRF Connect that let you dig into your BLE devices info and datafields. Don’t have my Polar H10 HR with me now but I am looking at a cheap ID tag with the app right now, service ID is UUID 180F has the battery info.
So I think that is a feature that can be provided for most sensors. My Garmin FR935 tells me for example when my batteries are low for both Polar Stride and Polar H10 HR sensors.