I see it as YAG - yet another glitch. It used to work perfectly, but it looks like they managed to betterworsen another detail.
Buying new balls used to work either by the "buy me" button in the game or by a visit in the Pro Shop during the game as long as a ball was still in the bag (edited).
Then, a positive change appeared: Players reported that you get the chance to refill your bag even if the last ball is gone.
My blind guess is that this variant works now while the "buy me" button while balls still available might be disfunctional(?)