They do. You have to talk to trigger cutscene in that map so the challenge will be active. To trigger the cutscene go back to surface and on the left side of the screen. You will see two NPC playing football. Going close enough will trigger the cutscene. After that you can go back to other maps.
False alarm, LAGS. The challenge was bugged previously but when I downloaded 0.7.1.2 update nets and balls started to appear on the maps. I think still not everything works as intended but I will write about it in another post
