@adlearned,
The other explanation is that the 703 battery, aka lantern battery, can deliver 3-4.8 amp/h.
The AA battery, or LR6, can only deliver 0.4-1.8 Amp/h.
If you connect them in series their total current remains the same.
Which means that if your WW1 lantern's consumption is greater than 1.8 amp/h, your AA batteries are going to heat.