Not sure that the rewards for different activities have to be different. I can say that it is easier to wean a dog off of a toy than it is treats, so that may be the reasoning.
Where do you hold the ball when you do heelwork? Does he start forging at a certain time, say ten steps in, or is it right from the gate? When you reward, what do you do? Present it and let him grab it, throw it for him, drop it for him to catch?