If the hole in the ball doesn't go right through, I think the most likely explanation is that it's necessary for the moulding process. If the ball was solid, the inside would cool slower than the outside and the ball would end up mis-shapen or cracked.
I nearly added this set to a recent order, but not knowing about the boy's green hair I didn't bother. Take note Plasymobil, showing clearer pictures of your products would sell more products. Just saying.