Not sure how much I am allowed to go into detail here, but can confirm what 127361 wrote: the sensors harvest power from the electromagnetic field in normal use. However, considering "power outage detection" is a selling point, you can draw your own conclusions about there being some power storage onboard ;)
A few years ago I was thinking of how to use powerlines to recharge drones using the electromagnetic field. Imagine a drone hanging from a line like a bat, recharging in remote areas.
I think MIT had a patent for that. This could be the perfect use case for that too..?