You dont use AAA for the red dot , you use the small buggers called 910A - 1,5V you use 2 of them in fact , they are approximatively half the size of AA batteries with the same diameter.
Sorry if links are forbidden, please remove if so : http://www.batterybuddy.co.uk/gp-910a-15v-super-alkaline-batteries-66-p.asp
Speaking of my own Umarex G36 I have to say that the Red dot is very handy, I like this gun a lot.