I'll admit I'm unfamiliar with most of this process and with the mechanics of DW3. But is it possible that because the battery was not soldered into the cartridge, the game itself is unable to draw power from it? That is, could the battery just be too loose after having slid it in? If that's the case, maybe there's a better way to secure it... not sure. You also may want to check to make sure the CR2032 3V model will work in this case.

Those are the only ideas I have. Other, more technically inclined people probably have other suggestions, but if it's not a battery problem then it would likely have to be something with the game itself. Let's hope it's the former.