So iunno what my issue is, I don't have a hud like in your screenshots and have to hit tab to see it. Also the magic emporium is empty, should it not be? Also on the undead guy sometimes I don't get my orb back at all.
Did you try pressing - or + on your keyboard to grow/shrink your hud?... that may be the issues for that!
The Magic Emporium Proper does not open until you visit one of the villages. The City of Magic entrance serves as just an exit into the city it self!
If you have no Mana, the Orb does not Come Back!