We left it, and the next day it had been replaced by a tennis ball. This morning, the tennis ball has gone.
There has been a succession of weird things left on our lawn. Recently, we've had a dog's drinking bowl, a piece of rope with a loop tied at one end, some plastic things I think are for dogs to chew on and other half-eaten plush toys.
We suspect our fox has been raiding the gardens of people who have dogs.
It started digging a new hole close to where my wife planted a rose earlier this year, but seems to have thought better of it. This was a wise decision: if it so much as touches that rose, my wife will be onto the pest control officers within hours and it will swiftly be resettled (probably in Rwanda).