I saw a talk from MIT professor who came up with a similar idea[0]. Using spheres seemed like a pretty good idea on paper, but when they started doing the cost analysis they found that it would be cheaper to use cylindrical pipe.
Even though one uses more concrete, it's cheaper because we already have the infrastructure in place to produce and lay long concrete pipes.
In both cases he also recommended using such energy storage systems as anchors to hold offshore wind turbines in place, because the concrete is more than heavy enough to do so.