They all just move around and make for more cleaning.
The little ball, or pearl do the same thing, they move the oils up and down, while holding extra heat. The small marble on top is there to just have fun in our point. It causes more turbulence moving the oils around more. We guess that is the purpose of all of them, to move the oils around to get a bigger hit.
The last large one allows the top to seal, allowing the air to flow properly.