No, it is not OK to temporarily short batteries to wave solder them. However, that doesn't mean they can't be wave soldered, only that this needs to be considered. In practise, this means the battery must be oriented perpendicular to the wave, and in the direction of travel thru the wave machine. The wave will extend from one side of the board to the other, but will be less long in the direction of travel than the length of a decent size battery. For example, 4 inch long cells with solder tabs should be fine to wave solder as long as they are oriented right.
Of course you have to consider other uninsulated nodes in the circuit that shouldn't be shorted with a battery in place. The battery solder tabs may be far enough apart to not be in the wave at the same time, but other parts of the circuit without solder mask over it might not be.
Frankly, wave soldering is pretty archaic nowadays. Given the cost of rechargable batteries, the extra hand soldering in some dark corner of the world where labor is cheap shouldn't add much to the overall cost.