Battery voltage is like most other gauges, it is vehicle dependent. Some vehicles support it via the OBDII as a standard gauge, and some do not. If it does not appear on the gauge selection list, then your vehicle does not support it. The other device is measuring the voltage and is not getting the voltage from OBDII requests.
UPDATE: With the introduction of the UltraGauge EM version 1.2 on 6/27/12, Battery Voltage is now a standard gauge which is available even if the vehicle does not support it