Yes they have all of Africa to move about, but they don't. They find a rodent burrow or a termite mound and they rarely leave. In the wild, you will actually find many ball pythons in the same burrow or termite mound, especially during breeding. They have the option of leaving, but they are so scared that they don't.

This is not the wild, this is captivity. In captivity we house them in a way that suits all of their needs to they can thrive. Recreating the Savannah in your closet is not something that will help them to thrive.