Setting a dangerous precedent should not be done lightly, even though I bear no responsibility for my imitators*. Personal responsibility is only one term of the polynomial, maybe or maybe not the highest-order one. I am under no kind of coercion; the highway is not a tyrant but a force of nature beyond my influence for the time being, so there is no moral dimension to resisting its domination.
Rules (and laws, and the firmest taboos and norms, etc.) exist for a reason; as long that reason is sound and it is tolerable to do so, it is far preferable to avoid violating them. In this case, however, I am not bound by any particular law imposed from the Powers that Be (e.g. mom and dad), only the norms of the group, and, as I am a newcomer, those norms do not bind me as tightly as they do the others. But, on the mutant third hand, the entire purpose of the ball was to become ingratiated with the group; following their rules and partaking in the commiseration over the tragedy of the lost ball would also serve that purpose in the short term.
I retrieve the ball when they're absolutely not looking (if it is safe to do so), or contact someone on the other side to throw it back across, or fetch a parent.
* This is not quite clear-cut. When discussing personal responsibility with regard to the actions of others, it is typically assumed that anyone who responds to my action takes responsibility for their own actions. This is possible because of some trait they possess that enables them to take that responsibility fully. Most commonly, this "trait" is identified as rational agency; children are arguably not rational agents, and so by this hypothesis, a child would be unable to take full responsibility for their actions, very likely rendering me culpable after all.