The orb is connected to MX's keyblade. Rewatch the video. This may sound srange (I read a theory about this ages ago), but it seems as if MX turned his keyblade into the orb so he could unlock Kingdom Hearts.
When he shoots the orb into the sky we hear it hit something before the blue moon appears. I'm not doing the original theory justice, but the point is that there is a strong if not definite connection between the orb and his keyblade.
You may be right, but I'm having trouble accepting a new type of Kingdom Hearts that isn't directly related to hearts