The adjuster arm has a socket in it that is larger than the ball so it can roll around in it very easily, Mr K. The lip of the socket is then peened over when new so the ball is retained loosely in place but is free to rattle around against the end of the push rod when there's clearance. The purpose of this is because the arm moves through a shallow arc when operated so has to slightly roll across the push rod end whilst pushing it forwards.
As Graham noted, a blob of thick grease holds it in place for assembly but then you have the danger of it falling out whenever the cable is disconnected after the grease is washed off by the oil splash. It's very common for lost balls to be found inside the gearbox but, in practice, I think it's unusual for them to find their way though to the gears from the chamber between the covers.
Ray