edit:
I'm not exactly sure if they do or not. Before I headed into the Subterra, I went through the 1st floor to pick up the map I missed there, and I found a few in my inventory afterward. These could have probably been some I had leftover when I was getting the Black Orbs to insert into the pedestals there.
In the Subterra, if you don't pick up a Black Orb, it will move in a given direction towards a massive Black Orb. Some people prefer not to pick-up the individual Black Orbs and just go for the massive ones instead. A massive Black Orb will usually be located in a room in one of the wings (NW, SW, NE, and SE zones outside of the ring).