We have the problem on our practice ground of having to go out and pick your own balls up. Its not too bad if there are only a couple out ther as it is the unwritten rule for one to aim at the left hand targets and the other right meaning in theory you should be able to go and get yours as the other guy hits.
In practice most people stop if someone is going to pick up balls and either hits some chips and waits or goes and gets their own. The problem is when it is busy (summer evenings and everyone is hitting. It becomes a problem trying to get everyone to stop. I don't have a problem with losing my balls as I've put a thick red line all the way round the circumference of each ball so it is pretty clear from all viewing angles who it belongs to
I've never used a practice ground as such but I can see the collection of balls could be a problem. Only time I've hit on a practice ground (rather than a range) a greenkeeper came round in the tractor and collected them as on range.