Application of Royal Compound seems inconsistent at best, both at the factory and at home. So polish on top of it could be very fine, like you would get if you sanded the ball to 1000/2000/4000 and then polished it, OR it could be barely shined.
If the stock surface of the ball, as you got it out of the box, is highly shined, then 4000 + polish will not be significantly different. If the out of the box shine seems barely a polish to your eyes, then you could get a larger difference.
If your eyes can't tell, then, by all means, try the 4000 + a high gloss polishing job.