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Well, first of all, voltorb isn't a sentient pokeball, it just looks like it
Silver Version dex entry; It was discovered when Poké Balls were introduced. It is said that there is some connection.
Ruby Version dex entry; Voltorb was first sighted at a company that manufactures Poké Balls. The link between that sighting and the fact that this Pokémon looks very similar to a Poké Ball remains a mystery.
They never say it outright, but it's implied far too heavily to be mere coincidence.
Even if they were pokeballs, they aren't anymore.
Currently awaiting: Pikmin 3, Lunar Knights 2, LM:DM, AC:NL, XY, X, WW HD, LoZ U, LR:FFXIII, FFVXIII Skarmory would slap the hell outta you