Actually, what they do is collect them and sort them back out to the players (or whatever ball manufacturer is endorsing them.) Even though the balls look "brand new" most have been hit a few times at other ranges. Course usually does not collect and keep them and even if they did, would not intergrate them into their regular bin of range balls. If you ever go to the range of courses that hold PGA events (in my case, Torrey Pines), you're not going see too many Pro V1's or high end practice balls, you're still hitting the rocks with black or red stripes on them.

I do know that Tiger, along with a few other, hit their own specially made practice balls.