I don't think it's possible to detect if an experience orb is loosing its target.

I tested when a player is close to an entity orb, the orb will target the player. If the player now goes away a distance then the orb will loose it target but it's impossible to detect this. 

I believe we can use https://hub.spigotmc.org/javadocs/bukkit/org/bukkit/event/entity/EntityTargetEvent.TargetReason.html#FORGOT_TARGET for this. What do you think?