How small is the sphere and how many entities does the sphere have?
Using the default number of circle segments (24) a sphere is comprised of 552 edges and 288 faces.
Entity Info will indicate 840 entities selected when you triple click on the sphere = select all connected.
SketchUp will often exhibit problems creating new geometry <1mm
However, it will support existing geometry scaled down to very small size.
If you want to model complex tiny geometry then you need model it big and scale it down to desired size.
You can use either of these tools to scale geometry:
Tape Measure Tool
Complex tiny geometry will, sooner than later, slow model performance.
Simple is better.