I have no factual evidence for this but the impression I get from this exchange is that Wormtongue is doing this to spite Saruman in some way. By the end of the book we know that Wormtongue is totally dominated by Saruman and hates him intensely. We also know the magnitude of the power that Sarumans voice has over Wormtongue (making him kill Lotho at the end of the book - seemingly against his will). I see the Orthanc exchange as Wormtongue grasping an opportunity to get back at Saruman in some way while Sarumans attention is diverted by the exchange with Gandalf.
I am sure there will be plenty of disagreement with this opinion, but I will just reproduce the following quotes from the books that make me view things this way.
Firstly there is the observation of Aragorn
'The murderous rogue!' cried Éomer. But Gandalf was unmoved. 'No, that
was not thrown by Saruman,' he said; 'nor even at his bidding, I
think. It came from a window far above. A parting shot from Master
Wormtongue, I fancy, but ill aimed.'
'The aim was poor, maybe, because he could not make up his mind which
he hated more, you or Saruman,' said Aragorn.
Then later (In the chapter Many Partings) during the encounter on the return to the Shire after Saruman has struck him with his staff we hear from Wormtongue:
The beggar turned and slouched past whimpering: 'Poor old Grima! Poor
old Grima! Always beaten and cursed. How I hate him! I wish I could
leave him!'
Finally we see that Wormtongue hates Saruman to the extent that he kills him outside of Bag End.
Clearly the relationship was on good terms in the beginning when they formed their alliance but soured from the point at which Gandalf arrived at Edoras and exposed Wormtongue as a traitor.
The pair of them are then locked inside of Orthanc and it is probably this that accelerates the breakdown in their relationship. It would be understandable for Wormtongue to see his failure to obtain his desire (Eowyn) as the fault of Saruman.
My impression of it all is that Wormtongue knows the importance of the Palantir (he is clearly a man of some intelligence as exhibited by his manipulation of Theoden) and discards the stone as an act of defiance against Saruman
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