So I'm now learning about the wide world of thread taps, such as this article or the video below, and I'm thinking "maybe this is the real reason behind E3D choosing to go with a ball to seal the deal?".

The reason why E3D might have opted for a ball between the hole and the grub screw is to avoid the issue which is that taps aren't that great at creating a thread all the way to the bottom of a "blind hole". 

The heatblock would need to be a 36mm hex to account for this, along with M3x3mm grub screws.