The way you used to be able to make a Polysphere inside of ZBrush was making a Unified Skin of the Cube3D and ‘Reconstruct Subdiv’ until you got a 6 polygon cube and then you would ‘Divide’ that to get your Polysphere. That is no longer possible to do in ZBrush because it won’t let you ‘Reconstruct Subdiv’ down to 6 polygons. Now, a 294 polygon cube is the minimum. If this is a bug or intentional by the developers, only they can say.
The best you can do right now is as Marcus suggested. You can record a Macro of loading the Polysphere.ZTL and activate it with a keypress (hotkey) or you can just move the button to a convenient spot. You can also have the Macro run automatically everytime you start ZBrush. See my post here on how to automatically run a Macro at startup.
note: If you are going to record a Macro of loading the Polysphere.ZTL, you have to go to ‘Tool > Load Tool’. Do not load it through LightBox.