I think the ShapeDrawable is kind of a custom class, that isn't just basic geometry in an array (like the saver wants to see to export).
Those classes are kind of deprecated anyway because they use older OpenGL calls that don't perform all that well anyway.
What are you really trying to accomplish?
I believe the osgWorks library (a supplementary toolkit not part of basic OSG) has tools that create actual geometry-based spheres, etc.