I'm pretty sure it used to be an option on Pro Evo, I'm pretty sure as I used to run with the keeper doing that, but don't quote me on that
Anyway it was removed in later games, again if i remember correctly, on pro evo 1 it was the R1 button that dropped it and that no longer works.
And there is definitely and annoying "feature" thats is reluctant to throw the ball out.