Might be funny for you, but scary / stressful for the beardie ....so if you know he is scared of them, don't expose him to them.
He could have been hurt by or scared by a tennis ball being thrown or hit at him (hope not as that is sadistic and abusive) or accidentially hit by a tennis ball that was dropped on him ... they have long memories and do remember things that are scary to them or hurt them.
Lucky aways responded very fearfully when he heard or saw a cat (on TV) , he was rescue by me a little juvenile when had been attacked by nextdoor's cat and had it in hot persuit.
Wriggles I believe saw another skink, one of her elder offspring I suspect attacked , tortured by and killed by nextdoor's cat one afternoon, she came running up the driveway and onto the front patio frantically tried to get inside the house through the front window, I think she was trying to get me to come out to chase the cat away as I had very often when ever I saw it in my yard when the resident skinks were about... I went down the back and soon discovered the dead mangled little skink and it twigged why she had behaved in such a matter.... she was also terrified of cats ( even TV cats ).
Lucky and Wriggle were also terrified of the vacuum cleaner sound.... likely sounded like the whippersnipper and lawnmower to them....
My BTS and beardies have never been scared of the vacuum cleaner, though Rex is not thrilled by the sound motorbikes reving.....
Yes they remember bad experiences for the rest of their lives, think about it, in the wild if they survive a bad experience or an attack , if they don't learn from it (at least to recognize the source of the pain, injuries , the fear) they wont live long. It's a survival imperative to learn what to fear , even if the thing they fear seems strange or funny to you ....