Why does Marty put a golf ball in his glove?

Honestly, it looks like a mistake to me.

Hart has the golf ball in his left hand, and the club in his right. Then he moves the club to his right, and takes the glove out of his pocket with his right. Now he has the ball and club in his left hand and the glove in his right, but the glove is for his left hand, so now he has to do something with the ball and club. He moves the club back to his right hand, awkwardly holding it in a way that also allows him to make the glove ready to put his left hand into. At this point, he still has the ball in his left hand, but no way to hold it in his right hand. I think Woody Harrleson puts the ball inside the glove to keep the scene moving. (He could have put the ball in his pocket at any time, so, who knows?)

Golf gloves are tight like batting gloves, so there's no way to fit his hand in it with the ball inside too. In fact, the camera cuts to a different shot just after he starts to put his hand inside it. Shortly after, we see Hart easily fastening the glove, as if only his hand is inside.

I'm unaware of any self defense technique that would call for such a thing. Even if there was, Geraci was clearly armed, leaving Hart little recourse, other than his golf club, had the situation turned sour.