I'm confused about D800E viewfinder

What Canon did you previously use? Anyway, I'm not sure what you are confused about - this is very similar to Canon. Here is a good explanation:
"Note that due to the transmissive display, when there's no battery in the EOS 7D, its viewfinder becomes dark and clouded."

http://www.imaging-resource.com/PRODS/E7D/E7DVIEWFINDER.HTM

Btw, enjoy your new camera!!    You'll need the battery, if using it as a telescope, though, haha.

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Sincerely,
GlobalGuyUSA