I love hamsters; I've been keeping them for over a decade, and am heavily involved with promoting species-appropriate, natural hamster care... and let me tell you; there is not a single person in the hamster community worth their salt who will ever recommend these 'hamster balls' for them. And these reasons for why they are not recommended are applicable also to hedgehogs (and every other animal that people attempt to lock into these stuffy plastic balls).
They are not at all remotely comparable to a play-pen. Hedgehogs, like hamsters, have very poor eyesight and rely heavily on their sense of smell and touch for general direction and overall stimulation. In a ball, they can't interact with their environment at all thus it is not only providing them with absolutely no enrichment at all, but it's also an extremely disorienting experience. Because of this, the animal often runs the ball full speed into every single object in its path - this can be incredibly dangerous to the animal inside, as the balls will toss the animal around inside. and not only does it pose a danger, it further adds to the already disorienting experience.
The ventilation slits are not only completely inadequate ventilation, but they pose a risk to little toes & nails - not matter how short you keep your hogs nails, those ventilation slits can (and have) rip them, and there have been cases of broken toes.
Your hedgehog also has no choice as to if they want to be in the ball or not, and cannot leave at their own free will. Because the balls are difficult for the animal to bring to a complete stop, some will keep running (even if they do not want to) because they become confused by the constant moving of the ball.
Imagine being locked in a giant stuffy ball, with ventilation slits where your hands and feet could get suck (and potentially broken), and being told to have fun exploring - all the while wearing a blindfold, trying not to run into anything, and being unable to leave at your own free will. You can't see anything, you can't smell anything due to the poor ventilation, and you can't feel anything - so how could you possibly explore?
TL;DR: Hamster balls are unsuitable for every species, hamsters and hedgehogs included, because the animal can't properly interact with it's environment to receive necessary stimulation & enrichment. They need to have access to a hedgehog-proofed room to explore, or at the very least, need a large playpen that if you cannot buy, there are DIY options galore to choose from.