Would you like to be covered in your own feces and urine? I think not.
Some people do use them for short periods of time just after the hedgie has done his/her business, but they're still risking injuries even if the risk of defecation and urination is reduced. And for what? Just so they can get the thrill of seeing an animal roll around in a ball? The hedgehog would likely be happier exploring in a play pen where they aren't breathing largely recycled air, aren't as likely to be injured, won't be covered in their own waste, and can interact as they expect with their environment.