To those who haven’t completed the game: the game does have an ending screen, which says that Neuro recovers her memories.
Collecting orbs is a difficult process, because you temporarily lose one orb if you do not concentrate. When a red circle appears on Neuro, you have to press space key so that the red circle is gone.
By the way, is there supposed be 5 or 6 orbs? I am curious because the orbs form a hexagon around Neuro.