When electrons move through a magnetic field, four things happen: 1. the magnetic dipole of the electron aligns with the external magnetic field, inducing the emission of photons, which 3. and 4. leads to the re-deflection of the dipole and the deflection of the electron from its trajectory. This is best seen in a free-electron laser, which is also nothing other than the application of the Lorentz force, but is primarily aimed at photon production.
Now, if a non-conducting sphere with an excess charge moves through an external magnetic field, then all magnetic dipoles will be deflected in the direction of the external magnetic field, but since this happens from all possible starting positions, the total deflection of the magnetic dipoles will be zero. Furthermore, the non-conductor becomes more or less magnetic and remains in this state until it leaves the external field. A deflection of the body as a whole does not take place.
What if we use a bulk conductive sphere instead? … does the Lorentz force upset the uniform distribution of the charges on the surface of the sphere? If so, is the trajectory similar to that of a point charge?
For a conductor, a minimal deflection takes place because of the Hall effect (which is nothing other than the Lorentz force). Only if the conductor were a current-carrying conductor, with new electrons constantly crossing the magnetic field, would we have a permanent transverse force.