It is shown that not only does Frank Parker (or whoever is piloting the sphere) disappears when they backstep, so you don't get two of the same person, it is also shown the same happens to the sphere. Often it is commented they know a backstep has taken place due to the sphere being missing from the launch hanger. However, after the sphere is destroyed by James Rance (Series 1, episode 17), Frank finds Rance's older sphere to go back in time. This would mean they are two Active spheres. the current 'modern' one, and Rance's patched up earlier one, yet this second sphere is never said about.
While it is revealed in Season 1 Episode 2 that Frank Parker (or whoever pilots the sphere) disappears, it is not explicitly stated what happens to the sphere. However, throughout the series, recovery of the sphere from random locations throughout the world was discussed and depicted. Also, an empty cradle was depicted during backsteps. As the Pilot disappears, it makes logical sense that anything or anyone else that makes the backstep would disappear as well.