Nikon AF600 automatically firing shutter and wasting a frame everytime a battery is inserted

I have a newly bought Nikon AF600 which automatically fires its shutter and winds to the next frame everytime I insert a battery (as I store it with the battery removed everytime I don't expect to use it) This has already caused me to waste 2 frames on my first roll.

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Now I store it with the battery inserted to prevent film wastage. The battery will probably drain much quicker but CR123A batteries are much cheaper than film at where I live. Has anyone with the same camera experienced anything similar? Should I return the camera to the seller?