TL;DR; There are lots of ways you can make a design far more energy efficient before even bothering worrying about what battery configuration to use.
Is there a way to safely wire parallel batteries thus avoiding misuses
I've seen more than one consumer product with alkaline batteries simply connected in parallel. In fact the very mouse I am using at this moment is wired in that configuration. (Interestingly, I can unplug one battery and it still works fine).
There is a reason why many consumer devices advise against mixing new/old batteries or different chemistries. If you have one old and one new, they are going to be less efficient regardless of whether in parallel or series. Either configuration, one is not pulling its weight to coin a phrase.
You could start adding series diodes to prevent one battery charging another, but for a single AA cell, you would be wasting up to 30% of the energy of the battery in the diodes.
If we were talking Li-Ion or Li-Po, or higher voltage chains of batteries, I would advise using additional protection (if only because Li batteries have this nasty habit of explosive violence if mistreated). However for a pair of AA alkaline batteries, it's simply not worth it.
Does series AA batteries also improve device lifetime
It depends. Theoretically, if you were to connect an ideal DC-DC convert to the batteries to step it down from the total series voltage, to a single battery voltage, then yes, series is better. This is because batteries will provide a higher total capacity when the current draw is lower (think internal resistance).
However, in practice a DC-DC is not ideal. It might be 95% efficient, or maybe 80% efficient (again, it depends). In which case the benefit of running the batteries at lower current draw might be wiped out by the DC-DC inefficiency.
even though this configuration does not increase the overall capacity?
This is incorrect. Placing batteries in series does in fact increase the overall energy capacity.
But wait I hear you ask. If each cell has a rated capacity of "X" Ah, then placed in parallel you have "2X" Ah but in series you still have "X" Ah. What gives? Voltage is doubled, that's what.
The Ah rating of a battery doesn't increase by placing more cells in series, however the energy capacity does. Energy is measured in Joules or Watt-Hours (Wh) if you prefer. One Joule is one Amp times one Volt. If you double the voltage while keeping Ah the same, you double the Wh.
to improve an Arduino-like device lifetime
The first thing I would suggest, is ensure that your circuit is designed as carefully as possible, keeping energy usage in mind.
Are you using linear regulators? They turn voltage into heat, wasting precious energy
Are you running the MCU at 5V when you could run it at 3.3V? It will burn more power
Are any LEDs high efficiency ones? You can get 1mA LEDs quite readily, which will consume far less power than standard 20mA LEDs.
Then ask yourself, are you being efficient in software?
If you find your MCU is spending large amounts of time in busy loops doing nothing, then start looking at putting it to sleep. An ATMega in deep sleep will use ~1uA sleeping vs 20mA in a while(1) loop.
Can you reduce the processor frequency? If your software is simple, you may get away with running it at a much lower frequency. Why burn dynamic power clocking at 16MHz, when 1MHz (or even less) would suffice.
Have you shut down any unnecessary peripherals? ATMegas have power reduction registers.
