After parenting the sphere to the empty, whenever the animation is played back, it teleports to the same coordinates that it likes.
1. Starts on Keyframe 1, everything looking good so far!
2. Keyframe 2, sphere teleports somewhere else!
Using Alt + D or Shift + D allows me to create a duplicate sphere, where one is linked duplicate. Anyways, the duplicated sphere uses the same coordinate movement as the original sphere. The workaround is to Duplicate, delete the existing keyframes, and manually do the location and rotation. Using empty doesn't work because the existing keyframes seems to overrule.