I used the surface mount version of this part on a board I'm designing and noticed that circle in the solder mask layer while inspecting my Gerbers (always inspect your Gerbers before sending them to the board house!). It's a circle in the tStop layer in the part, which means that soldermask won't cover there. I don't see any reason for it - as you found, it will only cause traces routed under the battery to be exposed. It might make sense for it to be on the tKeepout layer so that the DRC will catch components placed under the battery holder. I pulled the part into my library and changed the circle to tKeepout.
As a side note, I've used holders like this before, and (soldermask or not?) you will need to put a little dome of solder on the center pad to ensure reliable contact.