I am having the same problem. Since I am using a lot of mods, I found a few posts on reddit suggesting this was caused by outdated animation mods but removing ALL animation mods hasn't solved the issue for me, so as a temporary workaround, I downloaded the mod "UI cheats" and simply cheated my objectives regarding lost souls by right-clicking the objective... Maybe this can help others as a temporary workaround, at least for those on PC (if the issue is caused by mods, it only affects PC users anyway). It's not great but I tried everything else, from buying souls from Waylon (buying them doesn't work since the task says you need to COLLECT them, hence the need for cheats) to placing a damn fishing sign from the EP on the lot with the invisible souls and trying to FISH them, but fishing them won't complete the task either...
By the way, I'm not sure if Soul Orbs should show in build mode when using bb.liveeditobjects/bb.showhiddenobjects, but when I looked for them there, I couldn't find them... there were a few invisible items, so maybe the problem is that the orbs are simply invisible, I don't know. I only wanted to share this tip about UI cheats with others if it won't be fixed any time soon.