The latent heat of fusion of water is 334 kJ/kg, whereas the specific heat of ice is only about 2 kJ/kg/K, so unless your ice ball is very cold indeed I doubt the warming of the ice to C plays any meaningful role in cooling the drink.
There are reasons why you might want the ice to melt more slowly. Perhaps you like your whisky cold but not too cold, and you like it diluted but not to get too diluted if you drink it slowly, so maybe there's something in it.
Of course, if you want it to be cold but not diluted at all then you can just put the bottle in the fridge, or use some cheap re-useable ice cubes. It doesn't quite have the aesthetics of a sphere of ice, though, and whisky does benefit from being slightly diluted. Personally, I prefer it at room temperature, and perhaps diluted with a tiny drop of water.